+830.1%
PAAS vs IAG
+377.5%
+452.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.6% |
| 30D | +6.8% | +28.9% | -22.1% | -9.3% |
| 3M | -2.9% | +19.1% | -22.0% | -13.4% |
| 6M | -16.4% | -10.3% | -6.2% | -11.1% |
| YTD | 0.0% | +24.2% | -24.2% | -13.1% |
| 1Y | +54.3% | +116.5% | -62.2% | -5.3% |
| 3Y | +230.7% | +742.8% | -512.1% | -19.3% |
| 5Y | +111.6% | +753.3% | -641.7% | -56.8% |
| 10Y | +211.7% | +403.2% | -191.5% | -25.9% |
| All | +830.1% | +377.5% | +452.6% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling