+1,506.7%
SPG vs IAG
+337.4%
+1,169.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.3% |
| 7D | +4.9% | +21.4% | -16.5% | +3.4% |
| 30D | +15.6% | +4.0% | +11.6% | +15.1% |
| 3M | +4.1% | +17.0% | -13.0% | +2.5% |
| 6M | +13.6% | +1.4% | +12.2% | +12.7% |
| YTD | +27.5% | +13.8% | +13.8% | +24.6% |
| 1Y | +32.2% | +55.8% | -23.6% | +25.9% |
| 3Y | +126.0% | +647.4% | -521.4% | +86.4% |
| 5Y | +74.7% | +519.1% | -444.4% | +42.0% |
| 10Y | +112.8% | +345.6% | -232.8% | +67.6% |
| All | +1,506.7% | +337.4% | +1,169.3% | +997.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling