-2.7%
SMCI vs IAG
+119.5%
-122.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +5.4% |
| 7D | +6.8% | -0.5% | +7.3% | +6.8% |
| 30D | +30.6% | +28.9% | +1.7% | +16.1% |
| 3M | -15.6% | +19.1% | -34.7% | -22.8% |
| 6M | +21.3% | -10.3% | +31.5% | +15.8% |
| YTD | +35.3% | +24.2% | +11.1% | +23.9% |
| 1Y | -2.7% | +116.5% | -119.2% | -11.6% |
| All | -2.7% | +119.5% | -122.2% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling