+175.8%
SM vs IAG
+321.3%
-145.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +6.0% |
| 7D | +0.3% | +3.4% | -3.1% | -0.6% |
| 30D | -17.3% | -2.7% | -14.6% | -17.8% |
| 3M | -3.6% | -0.5% | -3.1% | -5.0% |
| 6M | +2.9% | -4.8% | +7.7% | +0.6% |
| YTD | +70.2% | +9.6% | +60.6% | +56.5% |
| 1Y | +66.5% | +32.2% | +34.3% | +46.3% |
| 3Y | -8.2% | +692.5% | -700.7% | -50.2% |
| 5Y | -1.5% | +447.6% | -449.0% | -45.9% |
| 10Y | +11.9% | +403.3% | -391.4% | -46.4% |
| All | +175.8% | +321.3% | -145.5% | -2.2% |
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 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