+1,066.6%
SUI vs IAG
+308.0%
+758.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +8.8% | +4.5% | +4.2% | +8.4% |
| 30D | +8.9% | -5.7% | +14.6% | +9.2% |
| 3M | +2.0% | +10.1% | -8.1% | +1.0% |
| 6M | -0.6% | +7.3% | -7.9% | -1.9% |
| YTD | +1.3% | +6.1% | -4.8% | -0.5% |
| 1Y | +1.3% | +46.8% | -45.5% | -3.1% |
| 3Y | +16.3% | +573.1% | -556.8% | -3.0% |
| 5Y | -25.1% | +477.6% | -502.6% | -38.4% |
| 10Y | +121.1% | +315.7% | -194.6% | +76.6% |
| All | +1,066.6% | +308.0% | +758.6% | +764.8% |
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 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