+16.9%
SPYG vs IAG
+84.7%
-67.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.6% |
| 7D | -1.8% | -4.1% | +2.2% | -1.4% |
| 30D | -1.9% | +10.6% | -12.6% | -3.2% |
| 3M | +5.2% | +35.4% | -30.2% | +1.0% |
| 6M | +15.6% | -9.5% | +25.1% | +14.3% |
| YTD | +12.4% | +21.8% | -9.4% | +8.5% |
| All | +16.9% | +84.7% | -67.7% | +7.1% |
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