+368.8%
SNXX vs IAG
-3.8%
+372.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.7% |
| 7D | -12.0% | -1.1% | -11.0% | -11.3% |
| 30D | +37.9% | +12.1% | +25.8% | +23.7% |
| 3M | -52.7% | +25.5% | -78.2% | -61.9% |
| 6M | +194.8% | -7.1% | +201.9% | +168.2% |
| All | +368.8% | -3.8% | +372.5% | +338.7% |
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