+1,030.0%
SUI vs IAG
+377.5%
+652.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -1.2% | +28.9% | -30.1% | -3.1% |
| 3M | -1.7% | +19.1% | -20.9% | -3.4% |
| 6M | -10.5% | -10.3% | -0.2% | -10.4% |
| YTD | -1.8% | +24.2% | -26.0% | -4.5% |
| 1Y | -4.1% | +116.5% | -120.6% | -10.8% |
| 3Y | +11.3% | +742.8% | -731.5% | -8.6% |
| 5Y | -32.1% | +753.3% | -785.4% | -45.7% |
| 10Y | +110.4% | +403.2% | -292.7% | +65.6% |
| All | +1,030.0% | +377.5% | +652.5% | +729.8% |
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