+111.6%
SPG vs IAG
+797.8%
-686.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | 0.0% | +4.3% | -4.2% | -0.3% |
| 30D | -4.9% | +9.8% | -14.7% | -5.6% |
| 3M | +3.3% | +28.9% | -25.6% | +1.4% |
| 6M | +11.2% | -7.6% | +18.8% | +11.3% |
| YTD | +17.1% | +22.0% | -4.9% | +14.2% |
| 1Y | +21.6% | +99.5% | -77.9% | +13.2% |
| All | +111.6% | +797.8% | -686.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling