+67.8%
SPYG vs IAG
+421.7%
-353.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +2.3% | -7.7% | +10.0% | +3.1% |
| 30D | -6.5% | +1.6% | -8.0% | -6.7% |
| 3M | -6.8% | -2.4% | -4.4% | -6.9% |
| 6M | -3.1% | -7.8% | +4.7% | -3.2% |
| YTD | +8.0% | +5.0% | +3.0% | +6.0% |
| 1Y | +10.2% | +25.7% | -15.5% | +6.5% |
| 3Y | +91.0% | +694.5% | -603.5% | +55.1% |
| All | +67.8% | +421.7% | -353.8% | +35.4% |
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