+20.9%
SPG vs IAG
+119.5%
-98.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -6.8% | +28.9% | -35.7% | -7.2% |
| 3M | +2.7% | +19.1% | -16.5% | +2.5% |
| 6M | +5.5% | -10.3% | +15.7% | +5.2% |
| YTD | +15.7% | +24.2% | -8.5% | +15.5% |
| 1Y | +20.9% | +116.5% | -95.6% | +16.4% |
| All | +20.9% | +119.5% | -98.6% | +16.4% |
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 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 · 6 months rolling