+11.7%
SPGI vs IAG
+515.1%
-503.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.2% | -8.2% | -1.4% |
| 7D | +0.3% | +21.4% | -21.2% | -0.8% |
| 30D | +18.4% | +4.0% | +14.3% | +18.0% |
| 3M | +15.7% | +17.0% | -1.3% | +14.4% |
| 6M | +17.3% | +1.4% | +15.9% | +16.7% |
| YTD | -4.7% | +13.8% | -18.5% | -6.7% |
| 1Y | +1.8% | +55.8% | -54.0% | -2.7% |
| 3Y | +31.7% | +647.4% | -615.7% | +6.7% |
| All | +11.7% | +515.1% | -503.3% | -13.4% |
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