+404.4%
SNXX vs IAG
-4.6%
+408.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.2% | -5.8% | -6.3% |
| 7D | +16.8% | -4.1% | +20.8% | +20.2% |
| 30D | +65.3% | +10.6% | +54.7% | +49.9% |
| 3M | -34.8% | +35.4% | -70.2% | -49.6% |
| 6M | +255.1% | -9.5% | +264.7% | +227.0% |
| All | +404.4% | -4.6% | +408.9% | +375.3% |
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