+101.7%
SMR vs IAG
+663.0%
-561.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.9% |
| 7D | -8.3% | -7.7% | -0.6% | -4.3% |
| 30D | -20.1% | +1.6% | -21.7% | -21.1% |
| 3M | -52.7% | -2.4% | -50.3% | -52.5% |
| 6M | -61.0% | -7.8% | -53.2% | -60.0% |
| YTD | -67.1% | +5.0% | -72.1% | -69.1% |
| 1Y | -79.9% | +25.7% | -105.6% | -82.7% |
| 3Y | +101.7% | +694.5% | -592.8% | -37.4% |
| All | +101.7% | +663.0% | -561.3% | -37.4% |
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