+695.9%
PH vs IAG
+389.3%
+306.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +4.3% | -7.7% | +12.0% | +4.9% |
| 30D | +0.1% | +1.6% | -1.4% | 0.0% |
| 3M | -9.4% | -2.4% | -7.0% | -9.4% |
| 6M | +8.8% | -7.8% | +16.6% | +8.8% |
| YTD | +9.6% | +5.0% | +4.6% | +8.4% |
| 1Y | +14.4% | +25.7% | -11.2% | +11.9% |
| 3Y | +134.5% | +694.5% | -560.0% | +104.5% |
| 5Y | +204.4% | +421.7% | -217.3% | +160.9% |
| All | +695.9% | +389.3% | +306.6% | +582.2% |
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