+185.2%
SITM vs IAG
+820.9%
-635.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +3.9% | -1.1% | +4.9% | +4.1% |
| 30D | -6.6% | +12.1% | -18.7% | -9.4% |
| 3M | -11.9% | +25.5% | -37.4% | -17.2% |
| 6M | +81.1% | -7.1% | +88.2% | +81.2% |
| YTD | +80.0% | +22.9% | +57.1% | +65.8% |
| 1Y | +145.8% | +83.3% | +62.5% | +104.6% |
| 3Y | +475.9% | +808.5% | -332.6% | +219.0% |
| All | +185.2% | +820.9% | -635.7% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling