-18.8%
PATH vs IAG
+571.9%
-590.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.2% | -7.3% | +1.7% |
| 7D | -4.8% | +1.1% | -5.9% | -5.0% |
| 30D | +2.7% | -5.3% | +7.9% | +3.1% |
| 3M | -4.2% | +18.0% | -22.2% | -6.1% |
| 6M | +24.7% | +7.1% | +17.6% | +22.7% |
| YTD | -17.6% | +5.9% | -23.5% | -20.1% |
| 1Y | -5.3% | +59.4% | -64.7% | -13.6% |
| All | -18.8% | +571.9% | -590.7% | -44.4% |
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