+530.1%
SMTC vs IAG
+427.6%
+102.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.0% |
| 7D | +13.1% | -1.1% | +14.2% | +13.2% |
| 30D | +19.5% | +12.1% | +7.3% | +17.5% |
| 3M | +2.2% | +25.5% | -23.3% | -1.1% |
| 6M | +94.9% | -7.1% | +102.0% | +95.0% |
| YTD | +127.0% | +22.9% | +104.1% | +119.1% |
| 1Y | +174.6% | +83.3% | +91.2% | +153.4% |
| 3Y | +615.9% | +808.5% | -192.6% | +456.5% |
| 5Y | +125.6% | +838.0% | -712.4% | +68.7% |
| All | +530.1% | +427.6% | +102.5% | +380.4% |
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 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