+202.7%
PAAS vs IAG
+371.0%
-168.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.4% |
| 7D | +2.0% | +4.3% | -2.3% | -0.6% |
| 30D | -0.1% | +9.8% | -9.9% | -5.5% |
| 3M | +8.2% | +28.9% | -20.7% | -7.5% |
| 6M | -13.8% | -7.6% | -6.2% | -10.1% |
| YTD | -0.6% | +22.0% | -22.6% | -11.8% |
| 1Y | +44.0% | +99.5% | -55.5% | -4.1% |
| 3Y | +246.6% | +818.3% | -571.7% | -9.7% |
| 5Y | +116.1% | +785.9% | -669.8% | -50.3% |
| 10Y | +202.7% | +381.1% | -178.4% | -15.3% |
| All | +202.7% | +371.0% | -168.2% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling