+44.0%
PAAS vs IAG
+100.7%
-56.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.7% |
| 7D | +2.0% | +4.3% | -2.3% | -1.3% |
| 30D | -0.1% | +9.8% | -9.9% | -7.2% |
| 3M | +8.2% | +28.9% | -20.7% | -12.1% |
| 6M | -13.8% | -7.6% | -6.2% | -10.1% |
| YTD | -0.6% | +22.0% | -22.6% | -15.1% |
| 1Y | +44.0% | +99.5% | -55.5% | -9.4% |
| All | +44.0% | +100.7% | -56.7% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling