+576.6%
SPMO vs IAG
+920.8%
-344.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +3.4% | +4.3% | -0.9% | +3.1% |
| 30D | +0.5% | +9.8% | -9.2% | -0.1% |
| 3M | +1.9% | +28.9% | -27.0% | +0.3% |
| 6M | +27.8% | -7.6% | +35.4% | +27.6% |
| YTD | +26.7% | +22.0% | +4.7% | +24.6% |
| 1Y | +28.9% | +99.5% | -70.6% | +23.7% |
| 3Y | +160.7% | +818.3% | -657.6% | +132.7% |
| 5Y | +150.2% | +785.9% | -635.7% | +119.8% |
| 10Y | +517.5% | +381.1% | +136.4% | +447.5% |
| All | +576.6% | +920.8% | -344.2% | +504.3% |
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