+1,405.7%
SPYG vs IAG
+377.5%
+1,028.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -0.4% | +28.9% | -29.3% | -2.3% |
| 3M | +0.5% | +19.1% | -18.6% | -0.9% |
| 6M | +17.5% | -10.3% | +27.7% | +17.6% |
| YTD | +14.3% | +24.2% | -9.8% | +11.7% |
| 1Y | +21.7% | +116.5% | -94.8% | +14.3% |
| 3Y | +98.6% | +742.8% | -644.2% | +68.1% |
| 5Y | +85.1% | +753.3% | -668.2% | +52.7% |
| 10Y | +412.0% | +403.2% | +8.8% | +316.3% |
| All | +1,405.7% | +377.5% | +1,028.2% | +986.4% |
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 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