-26.3%
SKHY vs IAG
+13.9%
-40.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +0.2% | -13.6% | -13.5% |
| 7D | -23.6% | +4.5% | -28.1% | -25.2% |
| 30D | -32.1% | -5.7% | -26.5% | -29.7% |
| 3M | -18.0% | +10.1% | -28.1% | -25.8% |
| All | -26.3% | +13.9% | -40.2% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling