+222.5%
SM vs IAG
+377.5%
-155.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +26.3% | +28.9% | -2.6% | +19.4% |
| 3M | +8.7% | +19.1% | -10.5% | +3.2% |
| 6M | +51.7% | -10.3% | +61.9% | +49.7% |
| YTD | +99.0% | +24.2% | +74.9% | +80.7% |
| 1Y | +34.6% | +116.5% | -81.9% | +6.6% |
| 3Y | -7.8% | +742.8% | -750.6% | -50.0% |
| 5Y | +104.8% | +753.3% | -648.6% | +2.7% |
| 10Y | +7.2% | +403.2% | -395.9% | -48.3% |
| All | +222.5% | +377.5% | -155.0% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling