+4,507.3%
SITM vs IAG
+455.5%
+4,051.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | +8.4% | +4.3% | +4.1% | +7.4% |
| 30D | -17.4% | +9.8% | -27.2% | -19.3% |
| 3M | -9.8% | +28.9% | -38.7% | -15.2% |
| 6M | +83.0% | -7.6% | +90.6% | +83.5% |
| YTD | +69.6% | +22.0% | +47.6% | +58.2% |
| 1Y | +144.9% | +99.5% | +45.4% | +104.7% |
| 3Y | +429.9% | +818.3% | -388.4% | +215.4% |
| 5Y | +169.2% | +785.9% | -616.7% | +47.8% |
| All | +4,507.3% | +455.5% | +4,051.8% | +2,408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling