-0.4%
PL vs IAG
+56.5%
-56.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +10.2% | -16.6% | -10.7% |
| 7D | -11.7% | +1.1% | -12.8% | -12.6% |
| 30D | -27.1% | -5.3% | -21.9% | -25.7% |
| 3M | -44.6% | +18.0% | -62.6% | -49.9% |
| 6M | -67.2% | +7.1% | -74.3% | -68.5% |
| YTD | -35.9% | +5.9% | -41.8% | -39.7% |
| 1Y | -0.4% | +59.4% | -59.8% | -26.2% |
| All | -0.4% | +56.5% | -56.9% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling