+2,110.0%
SPGI vs IAG
+377.5%
+1,732.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +0.1% | -0.5% | +0.7% | +0.2% |
| 30D | +8.4% | +28.9% | -20.5% | +6.7% |
| 3M | +11.8% | +19.1% | -7.3% | +10.3% |
| 6M | +5.7% | -10.3% | +16.0% | +5.7% |
| YTD | -9.7% | +24.2% | -33.9% | -11.8% |
| 1Y | -12.5% | +116.5% | -128.9% | -17.8% |
| 3Y | +21.8% | +742.8% | -721.0% | +2.9% |
| 5Y | +8.2% | +753.3% | -745.2% | -10.8% |
| 10Y | +309.5% | +403.2% | -93.7% | +233.1% |
| All | +2,110.0% | +377.5% | +1,732.5% | +1,339.4% |
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 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