+6.1%
SO vs IAG
+38.2%
-32.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | 0.0% |
| 7D | -0.1% | +16.8% | -17.0% | 0.0% |
| 30D | +8.7% | -1.5% | +10.2% | +8.8% |
| 3M | +3.4% | +0.5% | +2.9% | +3.5% |
| 6M | +3.7% | -1.0% | +4.7% | +4.3% |
| YTD | +10.0% | +12.3% | -2.3% | +10.3% |
| All | +6.1% | +38.2% | -32.1% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling