+81.7%
SPY vs IAG
+804.8%
-723.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -0.4% | +1.7% | -2.0% | -0.5% |
| 30D | -1.4% | +11.4% | -12.8% | -2.3% |
| 3M | +3.7% | +33.0% | -29.3% | +1.2% |
| 6M | +13.0% | -6.0% | +19.0% | +12.6% |
| YTD | +12.4% | +24.6% | -12.2% | +9.4% |
| 1Y | +18.5% | +105.0% | -86.5% | +10.9% |
| 3Y | +77.6% | +837.9% | -760.3% | +45.5% |
| 5Y | +81.7% | +817.0% | -735.3% | +42.2% |
| All | +81.7% | +804.8% | -723.2% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling