+1.5%
SMR vs IAG
+583.3%
-581.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.7% |
| 7D | +4.7% | -4.1% | +8.8% | +6.3% |
| 30D | +3.2% | +10.6% | -7.4% | -0.9% |
| 3M | +9.9% | +35.4% | -25.5% | -2.8% |
| 6M | -15.1% | -9.5% | -5.6% | -13.2% |
| YTD | -27.9% | +21.8% | -49.8% | -34.2% |
| 1Y | -70.2% | +84.1% | -154.4% | -76.3% |
| 3Y | +72.5% | +817.4% | -744.9% | -17.5% |
| All | +1.5% | +583.3% | -581.8% | -53.2% |
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