+196.3%
SO vs IAG
+370.6%
-174.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | +0.8% | +3.4% | -2.7% | +0.6% |
| 30D | +7.8% | -2.7% | +10.5% | +7.8% |
| 3M | +2.9% | -0.5% | +3.4% | +2.7% |
| 6M | +2.5% | -4.8% | +7.3% | +2.2% |
| YTD | +10.3% | +9.6% | +0.7% | +8.5% |
| 1Y | +6.4% | +32.2% | -25.8% | +3.3% |
| 3Y | +52.8% | +692.5% | -639.7% | +30.2% |
| 5Y | +78.7% | +447.6% | -368.9% | +51.4% |
| 10Y | +196.3% | +403.3% | -207.1% | +137.5% |
| All | +196.3% | +370.6% | -174.3% | +137.5% |
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