+37.0%
SOLS vs IAG
+24.2%
+12.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +14.0% | -7.7% | +21.7% | +15.7% |
| 30D | +10.0% | +1.6% | +8.4% | +9.5% |
| 3M | +5.8% | -2.4% | +8.2% | +5.2% |
| 6M | -25.2% | -7.8% | -17.4% | -25.7% |
| YTD | +36.5% | +5.0% | +31.5% | +29.1% |
| 1Y | +45.0% | +25.7% | +19.4% | +29.2% |
| All | +37.0% | +24.2% | +12.9% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling