+61.9%
SNY vs IAG
+427.6%
-365.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -3.3% | -1.1% | -2.2% | -3.3% |
| 30D | -2.2% | +12.1% | -14.3% | -2.7% |
| 3M | -3.0% | +25.5% | -28.6% | -4.2% |
| 6M | +2.7% | -7.1% | +9.8% | +2.6% |
| YTD | -6.8% | +22.9% | -29.7% | -8.3% |
| 1Y | -5.3% | +83.3% | -88.6% | -8.5% |
| 3Y | -9.8% | +808.5% | -818.3% | -20.4% |
| 5Y | +9.7% | +838.0% | -828.3% | -5.4% |
| All | +61.9% | +427.6% | -365.7% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling