+16.1%
SPG vs IAG
-0.4%
+16.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.7% |
| 7D | +4.9% | +21.4% | -16.5% | +4.6% |
| 30D | +15.6% | +4.0% | +11.6% | +15.3% |
| 3M | +4.1% | +17.0% | -13.0% | +4.1% |
| All | +16.1% | -0.4% | +16.5% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling