-21.8%
PATH vs IAG
+573.1%
-594.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.6% | +4.5% | -10.1% | -6.1% |
| 30D | -0.7% | -5.7% | +5.0% | -0.2% |
| 3M | -5.9% | +10.1% | -16.0% | -7.1% |
| 6M | +21.6% | +7.3% | +14.3% | +19.5% |
| YTD | -20.6% | +6.1% | -26.7% | -23.1% |
| 1Y | -10.6% | +46.8% | -57.4% | -17.5% |
| All | -21.8% | +573.1% | -594.8% | -46.5% |
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