+66.7%
SNXX vs IAG
-17.0%
+83.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +10.2% | -26.0% | -23.9% |
| 7D | -47.8% | +1.1% | -48.9% | -48.4% |
| 30D | -66.0% | -5.3% | -60.8% | -64.4% |
| 3M | -57.5% | +18.0% | -75.5% | -65.0% |
| 6M | -66.7% | +7.1% | -73.8% | -68.8% |
| All | +66.7% | -17.0% | +83.7% | +78.4% |
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