+71.6%
SM vs IAG
+56.5%
+15.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +10.2% | -25.5% | -13.5% |
| 7D | -21.5% | +1.1% | -22.6% | -20.7% |
| 30D | -11.4% | -5.3% | -6.1% | -11.1% |
| 3M | +0.6% | +18.0% | -17.4% | +5.0% |
| 6M | +0.2% | +7.1% | -6.9% | +4.3% |
| YTD | +69.7% | +5.9% | +63.7% | +74.5% |
| 1Y | +71.6% | +59.4% | +12.2% | +78.2% |
| All | +71.6% | +56.5% | +15.0% | +78.2% |
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 · 6 months rolling