+448.1%
SN vs IAG
+598.9%
-150.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.3% | -0.4% |
| 7D | +7.6% | +16.8% | -9.3% | +5.3% |
| 30D | +22.4% | -1.5% | +23.9% | +22.4% |
| 3M | +21.7% | +0.5% | +21.2% | +20.9% |
| 6M | +102.8% | -1.0% | +103.8% | +100.7% |
| YTD | +102.4% | +12.3% | +90.1% | +95.0% |
| 1Y | +139.0% | +39.2% | +99.7% | +123.7% |
| 3Y | +440.4% | +712.3% | -271.9% | +271.2% |
| All | +448.1% | +598.9% | -150.8% | +280.6% |
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