+334.3%
SPGI vs IAG
+326.7%
+7.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | +0.5% |
| 7D | -0.9% | +24.0% | -24.9% | -1.8% |
| 30D | +15.5% | +5.5% | +10.0% | +15.1% |
| 3M | +15.7% | +8.3% | +7.4% | +15.0% |
| 6M | +19.1% | +6.1% | +13.0% | +18.3% |
| YTD | -4.1% | +20.3% | -24.4% | -5.8% |
| 1Y | +1.2% | +56.5% | -55.3% | -2.1% |
| 3Y | +31.6% | +762.6% | -731.0% | +13.7% |
| 5Y | +12.4% | +546.3% | -533.8% | -4.2% |
| 10Y | +334.3% | +356.1% | -21.8% | +268.0% |
| All | +334.3% | +326.7% | +7.6% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling