+199.3%
PAAS vs IAG
+663.0%
-463.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.3% |
| 7D | -8.9% | -7.7% | -1.2% | -4.0% |
| 30D | -11.4% | +1.6% | -13.0% | -12.7% |
| 3M | -20.4% | -2.4% | -18.0% | -19.3% |
| 6M | -40.7% | -7.8% | -32.9% | -37.8% |
| YTD | -26.9% | +5.0% | -32.0% | -29.3% |
| 1Y | -3.1% | +25.7% | -28.8% | -15.7% |
| 3Y | +199.3% | +694.5% | -495.2% | -12.6% |
| All | +199.3% | +663.0% | -463.7% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling