+1,067.3%
SPY vs IAG
+377.5%
+689.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.1% | +28.9% | -28.8% | -1.7% |
| 3M | +2.0% | +19.1% | -17.1% | +0.5% |
| 6M | +13.0% | -10.3% | +23.3% | +13.1% |
| YTD | +13.5% | +24.2% | -10.7% | +10.9% |
| 1Y | +20.0% | +116.5% | -96.5% | +12.7% |
| 3Y | +77.2% | +742.8% | -665.6% | +49.7% |
| 5Y | +81.9% | +753.3% | -671.5% | +49.8% |
| 10Y | +314.1% | +403.2% | -89.1% | +235.6% |
| All | +1,067.3% | +377.5% | +689.8% | +736.5% |
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