+314.6%
SPYM vs IAG
+423.2%
-108.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.0% | -4.1% | +2.1% | -1.8% |
| 30D | -1.6% | +10.6% | -12.3% | -2.3% |
| 3M | +4.7% | +35.4% | -30.6% | +2.8% |
| 6M | +12.6% | -9.5% | +22.1% | +12.6% |
| YTD | +11.8% | +21.8% | -10.0% | +9.7% |
| 1Y | +17.5% | +84.1% | -66.6% | +12.7% |
| 3Y | +77.0% | +817.4% | -740.4% | +54.2% |
| 5Y | +82.6% | +830.1% | -747.5% | +55.5% |
| All | +314.6% | +423.2% | -108.6% | +257.1% |
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 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