+338.3%
SU vs IAG
+820.9%
-482.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | +8.4% | +12.1% | -3.7% | +6.8% |
| 3M | +12.1% | +25.5% | -13.4% | +8.4% |
| 6M | +19.7% | -7.1% | +26.8% | +19.4% |
| YTD | +58.4% | +22.9% | +35.5% | +50.6% |
| 1Y | +67.2% | +83.3% | -16.1% | +48.5% |
| 3Y | +125.0% | +808.5% | -683.5% | +44.5% |
| All | +338.3% | +820.9% | -482.6% | +164.8% |
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