+445.6%
SITM vs IAG
+796.9%
-351.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.6% |
| 7D | +4.8% | -4.1% | +8.9% | +5.8% |
| 30D | -9.7% | +10.6% | -20.3% | -12.2% |
| 3M | -9.3% | +35.4% | -44.7% | -16.6% |
| 6M | +69.5% | -9.5% | +79.1% | +69.8% |
| YTD | +70.5% | +21.8% | +48.7% | +56.4% |
| 1Y | +145.3% | +84.1% | +61.1% | +100.8% |
| All | +445.6% | +796.9% | -351.2% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling