+455.3%
SN vs IAG
+648.7%
-193.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.8% | +2.2% |
| 7D | +7.6% | +24.0% | -16.4% | +4.6% |
| 30D | +24.1% | +5.5% | +18.5% | +22.9% |
| 3M | +23.7% | +8.3% | +15.4% | +21.7% |
| 6M | +105.5% | +6.1% | +99.4% | +101.6% |
| YTD | +105.1% | +20.3% | +84.8% | +95.8% |
| 1Y | +148.3% | +56.5% | +91.8% | +128.9% |
| 3Y | +438.7% | +762.6% | -323.9% | +267.0% |
| All | +455.3% | +648.7% | -193.3% | +282.2% |
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