+134.3%
SN vs IAG
+25.8%
+108.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.1% | +2.2% | -2.2% |
| 7D | +1.4% | -2.1% | +3.4% | +1.7% |
| 30D | +16.6% | -6.2% | +22.8% | +17.4% |
| 3M | +18.3% | -5.1% | +23.4% | +18.4% |
| 6M | +103.1% | -10.0% | +113.0% | +103.3% |
| YTD | +96.7% | +3.9% | +92.8% | +90.0% |
| 1Y | +134.3% | +18.9% | +115.5% | +113.8% |
| All | +134.3% | +25.8% | +108.5% | +113.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling