+26.8%
PL vs IAG
+463.4%
-436.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.2% | +3.2% | +8.6% |
| 7D | -6.8% | +21.4% | -28.3% | -11.5% |
| 30D | -29.3% | +4.0% | -33.3% | -30.2% |
| 3M | -44.8% | +17.0% | -61.8% | -47.3% |
| 6M | -68.4% | +1.4% | -69.8% | -68.6% |
| YTD | -36.4% | +13.8% | -50.1% | -39.1% |
| 1Y | +0.7% | +55.8% | -55.1% | -9.7% |
| 3Y | +455.3% | +647.4% | -192.1% | +262.8% |
| 5Y | +22.7% | +519.1% | -496.5% | -23.5% |
| All | +26.8% | +463.4% | -436.6% | -21.3% |
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