+823.3%
SPYM vs IAG
+224.5%
+598.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.4% |
| 7D | +0.6% | +4.3% | -3.7% | +0.3% |
| 30D | -0.9% | +9.8% | -10.7% | -1.5% |
| 3M | +3.9% | +28.9% | -25.0% | +2.1% |
| 6M | +14.5% | -7.6% | +22.1% | +14.5% |
| YTD | +13.0% | +22.0% | -9.0% | +10.8% |
| 1Y | +19.4% | +99.5% | -80.1% | +13.5% |
| 3Y | +78.9% | +818.3% | -739.4% | +53.4% |
| 5Y | +82.3% | +785.9% | -703.6% | +53.3% |
| 10Y | +314.7% | +381.1% | -66.4% | +245.9% |
| All | +823.3% | +224.5% | +598.8% | +598.5% |
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