+59.8%
SO vs IAG
+764.1%
-704.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -4.6% | +28.9% | -33.5% | -6.1% |
| 3M | -3.0% | +19.1% | -22.2% | -4.3% |
| 6M | -8.3% | -10.3% | +2.0% | -8.0% |
| YTD | +3.5% | +24.2% | -20.7% | +1.1% |
| 1Y | -0.9% | +116.5% | -117.4% | -7.5% |
| 3Y | +45.4% | +742.8% | -697.4% | +18.7% |
| All | +59.8% | +764.1% | -704.3% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling