+5.1%
SPGI vs IAG
+766.8%
-761.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -2.5% | +4.3% | -6.7% | -2.7% |
| 30D | +5.4% | +9.8% | -4.4% | +4.8% |
| 3M | +9.0% | +28.9% | -19.9% | +7.4% |
| 6M | +0.8% | -7.6% | +8.4% | +0.8% |
| YTD | -12.6% | +22.0% | -34.5% | -14.5% |
| 1Y | -16.1% | +99.5% | -115.6% | -21.1% |
| 3Y | +19.0% | +818.3% | -799.3% | -3.7% |
| 5Y | +5.1% | +785.9% | -780.8% | -15.5% |
| All | +5.1% | +766.8% | -761.8% | -15.5% |
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 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