-0.8%
PAAS vs IAG
+25.8%
-26.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -0.1% |
| 7D | -7.0% | -2.1% | -5.0% | -5.9% |
| 30D | -15.3% | -6.2% | -9.1% | -11.5% |
| 3M | -27.7% | -5.1% | -22.6% | -25.1% |
| 6M | -40.5% | -10.0% | -30.5% | -36.1% |
| YTD | -26.5% | +3.9% | -30.5% | -29.1% |
| 1Y | -0.8% | +18.9% | -19.6% | -14.8% |
| All | -0.8% | +25.8% | -26.6% | -14.8% |
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