+52.5%
SO vs IAG
+755.2%
-702.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.4% | +1.1% |
| 7D | -1.1% | +24.0% | -25.1% | -1.9% |
| 30D | +8.6% | +5.5% | +3.1% | +8.3% |
| 3M | +1.8% | +8.3% | -6.5% | +1.4% |
| 6M | +3.6% | +6.1% | -2.5% | +3.2% |
| YTD | +9.9% | +20.3% | -10.4% | +8.2% |
| 1Y | +5.7% | +56.5% | -50.8% | +2.3% |
| 3Y | +52.5% | +762.6% | -710.1% | +22.9% |
| All | +52.5% | +755.2% | -702.7% | +22.9% |
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