+31.1%
SOLS vs IAG
+47.2%
-16.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.4% |
| 7D | +3.7% | +1.7% | +2.0% | +3.3% |
| 30D | +5.0% | +11.4% | -6.4% | +2.0% |
| 3M | -21.1% | +33.0% | -54.1% | -27.0% |
| 6M | -14.2% | -6.0% | -8.2% | -15.9% |
| YTD | +30.6% | +24.6% | +6.1% | +19.8% |
| All | +31.1% | +47.2% | -16.1% | +12.3% |
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