-13.0%
SM vs IAG
+708.7%
-721.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.1% | +1.4% |
| 7D | -19.5% | +16.8% | -36.3% | -19.5% |
| 30D | -20.2% | -1.5% | -18.7% | -20.0% |
| 3M | -6.5% | +0.5% | -7.0% | -6.4% |
| 6M | +1.6% | -1.0% | +2.5% | +2.0% |
| YTD | +61.2% | +12.3% | +48.9% | +58.1% |
| 1Y | +65.4% | +39.2% | +26.1% | +58.0% |
| 3Y | -13.0% | +712.3% | -725.3% | -37.0% |
| All | -13.0% | +708.7% | -721.8% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling