+33.8%
SOLS vs IAG
+44.2%
-10.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +4.5% | +4.3% | +0.3% | +3.6% |
| 30D | +6.0% | +9.8% | -3.8% | +3.2% |
| 3M | -19.7% | +28.9% | -48.6% | -25.2% |
| 6M | -10.4% | -7.6% | -2.8% | -11.9% |
| YTD | +33.3% | +22.0% | +11.3% | +22.7% |
| All | +33.8% | +44.2% | -10.4% | +15.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling