+1,248.2%
PANW vs IAG
+427.6%
+820.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -14.6% | +12.1% | -26.7% | -15.3% |
| 3M | +18.3% | +25.5% | -7.2% | +16.1% |
| 6M | +100.5% | -7.1% | +107.6% | +100.0% |
| YTD | +79.5% | +22.9% | +56.6% | +75.1% |
| 1Y | +66.7% | +83.3% | -16.6% | +58.0% |
| 3Y | +161.2% | +808.5% | -647.3% | +121.7% |
| 5Y | +322.2% | +838.0% | -515.8% | +247.2% |
| All | +1,248.2% | +427.6% | +820.6% | +1,041.6% |
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 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