+319.5%
SN vs IAG
+672.8%
-353.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -9.3% | -0.5% | -8.8% | -9.2% |
| 30D | -4.8% | +28.9% | -33.7% | -8.2% |
| 3M | +40.4% | +19.1% | +21.3% | +36.2% |
| 6M | +50.9% | -10.3% | +61.2% | +51.1% |
| YTD | +54.9% | +24.2% | +30.7% | +47.9% |
| 1Y | +43.0% | +116.5% | -73.5% | +26.3% |
| 3Y | +391.8% | +742.8% | -351.0% | +236.2% |
| All | +319.5% | +672.8% | -353.3% | +188.7% |
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 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