-35.2%
SPXU vs IAG
+86.2%
-121.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.2% |
| 30D | +4.2% | +12.1% | -7.9% | +7.5% |
| 3M | -9.3% | +25.5% | -34.8% | -2.6% |
| 6M | -30.7% | -7.1% | -23.6% | -27.8% |
| YTD | -28.1% | +22.9% | -51.0% | -21.4% |
| 1Y | -35.2% | +83.3% | -118.6% | -19.4% |
| All | -35.2% | +86.2% | -121.5% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling