-23.8%
SPOT vs IAG
+86.2%
-110.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | -3.1% | -1.1% | -2.0% | -3.0% |
| 30D | +7.4% | +12.1% | -4.7% | +6.1% |
| 3M | +8.2% | +25.5% | -17.3% | +5.6% |
| 6M | +2.2% | -7.1% | +9.3% | +2.2% |
| YTD | -9.5% | +22.9% | -32.3% | -11.3% |
| 1Y | -23.8% | +83.3% | -107.2% | -28.1% |
| All | -23.8% | +86.2% | -110.1% | -28.1% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling