-100.0%
SPXU vs IAG
+114.1%
-214.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.4% |
| 7D | -1.5% | +4.3% | -5.7% | -0.8% |
| 30D | +3.7% | +9.8% | -6.0% | +5.5% |
| 3M | -9.6% | +28.9% | -38.5% | -4.8% |
| 6M | -32.4% | -7.6% | -24.8% | -31.4% |
| YTD | -28.7% | +22.0% | -50.6% | -23.9% |
| 1Y | -38.2% | +99.5% | -137.7% | -28.2% |
| 3Y | -80.4% | +818.3% | -898.7% | -69.6% |
| 5Y | -86.0% | +785.9% | -871.9% | -76.6% |
| 10Y | -99.5% | +381.1% | -480.6% | -99.2% |
| All | -100.0% | +114.1% | -214.1% | -100.0% |
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