-81.2%
PATH vs IAG
+463.4%
-544.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -1.0% |
| 7D | -5.3% | +21.4% | -26.7% | -7.6% |
| 30D | -0.5% | +4.0% | -4.6% | -1.3% |
| 3M | -7.1% | +17.0% | -24.2% | -9.3% |
| 6M | +23.8% | +1.4% | +22.4% | +22.4% |
| YTD | -20.7% | +13.8% | -34.4% | -23.9% |
| 1Y | -8.1% | +55.8% | -63.9% | -15.8% |
| 3Y | -21.8% | +647.4% | -669.2% | -45.7% |
| 5Y | -76.8% | +519.1% | -596.0% | -84.6% |
| All | -81.2% | +463.4% | -544.5% | -86.8% |
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 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