+7.5%
SMR vs IAG
+598.6%
-591.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.1% |
| 7D | +13.1% | +1.7% | +11.4% | +12.2% |
| 30D | +17.8% | +11.4% | +6.3% | +12.6% |
| 3M | +8.1% | +33.0% | -24.9% | -3.8% |
| 6M | -11.1% | -6.0% | -5.1% | -10.4% |
| YTD | -23.7% | +24.6% | -48.3% | -30.9% |
| 1Y | -69.4% | +105.0% | -174.4% | -76.6% |
| 3Y | +82.6% | +837.9% | -755.3% | -13.4% |
| All | +7.5% | +598.6% | -591.2% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling