-81.4%
PATH vs IAG
+456.2%
-537.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.3% |
| 7D | -2.3% | +16.8% | -19.1% | -4.3% |
| 30D | -4.8% | -1.5% | -3.3% | -4.9% |
| 3M | -17.7% | +0.5% | -18.2% | -18.1% |
| 6M | +18.9% | -1.0% | +19.9% | +17.9% |
| YTD | -21.7% | +12.3% | -34.0% | -24.8% |
| 1Y | -9.6% | +39.2% | -48.9% | -16.0% |
| 3Y | -25.8% | +712.3% | -738.1% | -49.1% |
| 5Y | -77.1% | +484.2% | -561.3% | -84.7% |
| All | -81.4% | +456.2% | -537.6% | -87.0% |
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