-5.1%
SUNB vs IAG
-19.1%
+14.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +3.4% | +4.3% | -0.9% | +2.3% |
| 30D | -14.5% | +9.8% | -24.3% | -16.4% |
| 3M | -13.8% | +28.9% | -42.8% | -19.1% |
| 6M | -5.9% | -7.6% | +1.7% | -2.0% |
| All | -5.1% | -19.1% | +14.0% | +2.7% |
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