+195.7%
SO vs IAG
+382.3%
-186.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | +0.4% |
| 7D | -0.1% | +16.8% | -17.0% | -1.0% |
| 30D | +8.7% | -1.5% | +10.2% | +8.6% |
| 3M | +3.4% | +0.5% | +2.9% | +3.1% |
| 6M | +3.7% | -1.0% | +4.7% | +3.2% |
| YTD | +10.0% | +12.3% | -2.3% | +8.1% |
| 1Y | +6.6% | +39.2% | -32.7% | +3.3% |
| 3Y | +52.5% | +712.3% | -659.8% | +29.8% |
| 5Y | +76.1% | +484.2% | -408.2% | +48.7% |
| All | +195.7% | +382.3% | -186.6% | +136.8% |
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