+811.4%
SPYM vs IAG
+179.5%
+631.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.6% | -7.7% | +10.2% | +3.0% |
| 30D | -2.0% | +1.6% | -3.6% | -2.2% |
| 3M | -2.8% | -2.4% | -0.4% | -2.9% |
| 6M | +2.2% | -7.8% | +10.0% | +2.2% |
| YTD | +11.5% | +5.0% | +6.5% | +10.1% |
| 1Y | +13.5% | +25.7% | -12.2% | +10.9% |
| 3Y | +78.0% | +694.5% | -616.5% | +54.0% |
| 5Y | +73.1% | +421.7% | -348.5% | +49.8% |
| 10Y | +310.9% | +382.5% | -71.6% | +243.2% |
| All | +811.4% | +179.5% | +631.9% | +594.5% |
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 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