+492.7%
SPCX vs IAG
+372.2%
+120.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.3% | -4.6% |
| 7D | +13.2% | -2.1% | +15.3% | +10.4% |
| 30D | -10.6% | -6.2% | -4.4% | -17.5% |
| 3M | -4.2% | -5.1% | +0.9% | -10.7% |
| 6M | +536.7% | -9.6% | +546.3% | +499.7% |
| YTD | +542.4% | +3.9% | +538.4% | +504.5% |
| 1Y | +446.0% | +18.9% | +427.1% | +413.5% |
| All | +492.7% | +372.2% | +120.5% | +453.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling