+62.0%
SPG vs IAG
+423.2%
-361.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -2.2% | -4.1% | +1.9% | -2.0% |
| 30D | -5.8% | +10.6% | -16.4% | -6.4% |
| 3M | -2.8% | +35.4% | -38.2% | -4.9% |
| 6M | +8.9% | -9.5% | +18.4% | +8.9% |
| YTD | +14.3% | +21.8% | -7.5% | +11.7% |
| 1Y | +19.5% | +84.1% | -64.7% | +13.3% |
| 3Y | +106.9% | +817.4% | -710.5% | +72.7% |
| 5Y | +108.7% | +830.1% | -721.4% | +69.4% |
| All | +62.0% | +423.2% | -361.2% | +28.6% |
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 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