-3.6%
SMR vs IAG
+596.6%
-600.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | +3.4% | +28.9% | -25.5% | -6.6% |
| 3M | -19.2% | +19.1% | -38.3% | -24.7% |
| 6M | -22.6% | -10.3% | -12.4% | -20.7% |
| YTD | -31.5% | +24.2% | -55.7% | -37.9% |
| 1Y | -73.1% | +116.5% | -189.6% | -79.8% |
| 3Y | +55.0% | +742.8% | -687.8% | -25.0% |
| All | -3.6% | +596.6% | -600.2% | -55.9% |
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 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