+410.2%
SPYG vs IAG
+423.2%
-13.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | -1.8% | -4.1% | +2.2% | -1.6% |
| 30D | -1.9% | +10.6% | -12.6% | -2.6% |
| 3M | +5.2% | +35.4% | -30.2% | +2.9% |
| 6M | +15.6% | -9.5% | +25.1% | +15.5% |
| YTD | +12.4% | +21.8% | -9.4% | +10.1% |
| 1Y | +17.5% | +84.1% | -66.7% | +12.0% |
| 3Y | +98.1% | +817.4% | -719.3% | +70.6% |
| 5Y | +84.9% | +830.1% | -745.2% | +55.4% |
| All | +410.2% | +423.2% | -13.0% | +334.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling