-62.5%
SPCH vs IAG
-3.7%
-58.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | +6.5% | -7.7% | +14.2% | +12.5% |
| 30D | -21.8% | +1.6% | -23.3% | -22.0% |
| 3M | -14.9% | -2.4% | -12.5% | -16.4% |
| All | -62.5% | -3.7% | -58.7% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling