+132.5%
SPG vs IAG
+708.6%
-576.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.4% |
| 7D | +4.9% | +21.4% | -16.5% | +3.7% |
| 30D | +15.6% | +4.0% | +11.6% | +15.2% |
| 3M | +4.1% | +17.0% | -13.0% | +2.8% |
| 6M | +13.6% | +1.4% | +12.2% | +13.0% |
| YTD | +27.5% | +13.8% | +13.8% | +24.9% |
| 1Y | +32.2% | +55.8% | -23.6% | +26.2% |
| All | +132.5% | +708.6% | -576.1% | +77.8% |
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