-9.8%
SNY vs IAG
+804.5%
-814.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.5% |
| 3M | -3.0% | +25.5% | -28.6% | -3.7% |
| 6M | +2.7% | -7.1% | +9.8% | +2.6% |
| YTD | -6.8% | +22.9% | -29.7% | -7.4% |
| 1Y | -5.3% | +83.3% | -88.6% | -6.4% |
| 3Y | -9.8% | +808.5% | -818.3% | -10.9% |
| All | -9.8% | +804.5% | -814.2% | -10.9% |
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