+106.9%
SPG vs IAG
+766.8%
-659.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +3.3% | +28.9% | -25.6% | +1.0% |
| 6M | +11.2% | -7.6% | +18.8% | +11.2% |
| YTD | +17.1% | +22.0% | -4.9% | +13.8% |
| 1Y | +21.6% | +99.5% | -77.9% | +12.7% |
| 3Y | +111.9% | +818.3% | -706.4% | +65.3% |
| 5Y | +106.9% | +785.9% | -679.0% | +50.1% |
| All | +106.9% | +766.8% | -659.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling