+20.1%
SM vs IAG
+423.2%
-403.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +2.1% | -4.1% | +6.2% | +2.7% |
| 30D | +18.1% | +10.6% | +7.5% | +16.5% |
| 3M | +17.0% | +35.4% | -18.4% | +11.6% |
| 6M | +55.4% | -9.5% | +65.0% | +54.8% |
| YTD | +108.6% | +21.8% | +86.7% | +96.8% |
| 1Y | +45.7% | +84.1% | -38.5% | +27.9% |
| 3Y | -0.3% | +817.4% | -817.7% | -35.9% |
| 5Y | +113.0% | +830.1% | -717.1% | +29.5% |
| All | +20.1% | +423.2% | -403.0% | -19.2% |
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 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