+929.7%
IGV vs PAAS
+1,365.7%
-436.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | -0.6% |
| 7D | -2.3% | +4.2% | -6.4% | -2.7% |
| 30D | -11.0% | -13.8% | +2.8% | -9.8% |
| 3M | -4.5% | -22.7% | +18.3% | -2.5% |
| 6M | +10.1% | -32.1% | +42.2% | +13.4% |
| YTD | -5.1% | -22.3% | +17.2% | -3.9% |
| 1Y | -10.2% | +7.7% | -17.9% | -11.9% |
| 3Y | +37.7% | +214.0% | -176.3% | +20.9% |
| 5Y | +15.7% | +63.2% | -47.5% | +5.9% |
| 10Y | +357.1% | +185.5% | +171.6% | +287.4% |
| All | +929.7% | +1,365.7% | -436.1% | +1,115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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