+254.8%
SPOT vs IAG
+285.2%
-30.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -2.9% | +4.3% | -7.1% | -3.2% |
| 30D | +8.3% | +9.8% | -1.5% | +7.3% |
| 3M | +5.1% | +28.9% | -23.8% | +2.2% |
| 6M | -6.5% | -7.6% | +1.1% | -6.6% |
| YTD | -9.0% | +22.0% | -30.9% | -11.6% |
| 1Y | -26.4% | +99.5% | -125.9% | -31.9% |
| 3Y | +240.0% | +818.3% | -578.2% | +173.4% |
| 5Y | +111.7% | +785.9% | -674.2% | +65.7% |
| All | +254.8% | +285.2% | -30.5% | +179.2% |
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