+116.1%
SPG vs IAG
+336.8%
-220.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +1.0% |
| 7D | +5.6% | +16.8% | -11.3% | +4.6% |
| 30D | +17.6% | -1.5% | +19.1% | +17.5% |
| 3M | +7.5% | +0.5% | +7.0% | +7.2% |
| 6M | +18.5% | -1.0% | +19.5% | +18.0% |
| YTD | +30.9% | +12.3% | +18.6% | +28.5% |
| 1Y | +34.1% | +39.2% | -5.1% | +29.6% |
| 3Y | +135.5% | +712.3% | -576.8% | +98.5% |
| 5Y | +86.5% | +484.2% | -397.7% | +55.2% |
| 10Y | +116.1% | +382.3% | -266.2% | +71.1% |
| All | +116.1% | +336.8% | -220.7% | +71.1% |
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 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