+296.4%
SPGI vs IAG
+401.0%
-104.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.6% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | +2.0% | +11.4% | -9.4% | +1.5% |
| 3M | +4.3% | +33.0% | -28.7% | +2.8% |
| 6M | -0.2% | -6.0% | +5.8% | -0.4% |
| YTD | -14.8% | +24.6% | -39.4% | -16.4% |
| 1Y | -18.5% | +105.0% | -123.5% | -22.5% |
| 3Y | +16.0% | +837.9% | -821.9% | -0.5% |
| 5Y | +2.2% | +817.0% | -814.8% | -14.2% |
| 10Y | +296.4% | +425.3% | -128.9% | +232.1% |
| All | +296.4% | +401.0% | -104.5% | +232.1% |
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 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