+180.5%
PL vs IAG
+119.5%
+61.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.3% |
| 7D | -9.3% | -0.5% | -8.8% | -9.3% |
| 30D | -18.9% | +28.9% | -47.8% | -28.3% |
| 3M | -58.4% | +19.1% | -77.5% | -61.7% |
| 6M | -30.3% | -10.3% | -20.1% | -28.9% |
| YTD | -8.1% | +24.2% | -32.3% | -18.0% |
| 1Y | +180.5% | +116.5% | +64.0% | +128.1% |
| All | +180.5% | +119.5% | +61.0% | +128.1% |
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