+162.0%
SO vs IAG
+401.0%
-239.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.9% |
| 7D | 0.0% | +1.7% | -1.6% | -0.1% |
| 30D | -2.5% | +11.4% | -13.9% | -3.2% |
| 3M | -4.2% | +33.0% | -37.2% | -6.0% |
| 6M | -7.7% | -6.0% | -1.7% | -7.8% |
| YTD | +3.8% | +24.6% | -20.8% | +1.5% |
| 1Y | +0.1% | +105.0% | -104.9% | -5.5% |
| 3Y | +44.2% | +837.9% | -793.7% | +21.2% |
| 5Y | +57.9% | +817.0% | -759.1% | +29.6% |
| 10Y | +162.0% | +425.3% | -263.3% | +106.9% |
| All | +162.0% | +401.0% | -239.0% | +106.9% |
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 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