+450.0%
SN vs IAG
+663.0%
-213.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.7% |
| 7D | +1.5% | -7.7% | +9.2% | +2.6% |
| 30D | +21.5% | +1.6% | +19.9% | +21.0% |
| 3M | +20.0% | -2.4% | +22.5% | +19.8% |
| 6M | +119.9% | -7.8% | +127.7% | +119.8% |
| YTD | +102.3% | +5.0% | +97.3% | +96.7% |
| 1Y | +148.0% | +25.7% | +122.3% | +135.2% |
| 3Y | +450.0% | +694.5% | -244.5% | +273.7% |
| All | +450.0% | +663.0% | -213.0% | +273.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling