+542.7%
PBR vs IAG
+820.9%
-278.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | +5.4% | -1.1% | +6.4% | +5.5% |
| 30D | +22.9% | +12.1% | +10.8% | +21.2% |
| 3M | +19.6% | +25.5% | -5.9% | +16.2% |
| 6M | +16.5% | -7.1% | +23.6% | +16.3% |
| YTD | +86.7% | +22.9% | +63.8% | +79.2% |
| 1Y | +74.7% | +83.3% | -8.6% | +58.6% |
| 3Y | +102.6% | +808.5% | -705.9% | +42.6% |
| All | +542.7% | +820.9% | -278.2% | +350.0% |
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 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