+15.6%
SM vs IAG
+384.2%
-368.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.1% | +10.3% | +5.7% |
| 7D | +10.6% | -2.1% | +12.7% | +10.7% |
| 30D | -15.0% | -6.2% | -8.8% | -14.8% |
| 3M | +1.7% | -5.1% | +6.8% | +1.4% |
| 6M | +5.9% | -10.0% | +15.8% | +5.4% |
| YTD | +79.0% | +3.9% | +75.1% | +71.1% |
| 1Y | +84.7% | +18.9% | +65.8% | +72.6% |
| 3Y | -3.5% | +651.8% | -655.2% | -36.1% |
| 5Y | +4.9% | +416.3% | -411.3% | -30.9% |
| All | +15.6% | +384.2% | -368.6% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling