+439.5%
SN vs IAG
+607.9%
-168.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.2% | -4.5% | +1.7% |
| 7D | +7.2% | +21.4% | -14.2% | +4.4% |
| 30D | +20.4% | +4.0% | +16.3% | +19.5% |
| 3M | +23.9% | +17.0% | +6.9% | +20.5% |
| 6M | +93.0% | +1.4% | +91.6% | +90.5% |
| YTD | +99.2% | +13.8% | +85.5% | +91.7% |
| 1Y | +142.6% | +55.8% | +86.8% | +123.9% |
| 3Y | +398.8% | +647.4% | -248.6% | +245.4% |
| All | +439.5% | +607.9% | -168.5% | +274.1% |
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