-76.8%
PATH vs IAG
+514.0%
-590.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.6% | +4.5% | -10.1% | -6.2% |
| 30D | -0.7% | -5.7% | +5.0% | -0.2% |
| 3M | -5.9% | +10.1% | -16.0% | -7.3% |
| 6M | +21.6% | +7.3% | +14.3% | +19.2% |
| YTD | -20.6% | +6.1% | -26.7% | -23.2% |
| 1Y | -10.6% | +46.8% | -57.4% | -17.6% |
| 3Y | -24.9% | +573.1% | -598.0% | -47.7% |
| 5Y | -76.8% | +477.6% | -554.4% | -84.5% |
| All | -76.8% | +514.0% | -590.9% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling