+197.9%
PAAS vs IAG
+384.2%
-186.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -1.0% |
| 7D | -7.0% | -2.1% | -5.0% | -6.1% |
| 30D | -15.3% | -6.2% | -9.1% | -12.2% |
| 3M | -27.7% | -5.1% | -22.6% | -25.4% |
| 6M | -40.5% | -10.0% | -30.5% | -36.8% |
| YTD | -26.5% | +3.9% | -30.5% | -28.2% |
| 1Y | -0.8% | +18.9% | -19.6% | -10.1% |
| 3Y | +196.9% | +651.8% | -454.8% | -12.6% |
| 5Y | +49.2% | +416.3% | -367.1% | -51.5% |
| All | +197.9% | +384.2% | -186.3% | -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