+73.1%
SPYM vs IAG
+421.7%
-348.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.6% | -7.7% | +10.2% | +3.2% |
| 30D | -2.0% | +1.6% | -3.6% | -2.3% |
| 3M | -2.8% | -2.4% | -0.4% | -2.9% |
| 6M | +2.2% | -7.8% | +10.0% | +2.1% |
| YTD | +11.5% | +5.0% | +6.5% | +9.7% |
| 1Y | +13.5% | +25.7% | -12.2% | +10.1% |
| 3Y | +78.0% | +694.5% | -616.5% | +46.9% |
| All | +73.1% | +421.7% | -348.6% | +41.5% |
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