+45.2%
PL vs IAG
+495.8%
-450.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.8% | +8.7% | +13.0% |
| 7D | +10.9% | +24.0% | -13.1% | +5.0% |
| 30D | -16.4% | +5.5% | -21.9% | -17.6% |
| 3M | -39.9% | +8.3% | -48.2% | -41.5% |
| 6M | -63.2% | +6.1% | -69.3% | -63.9% |
| YTD | -27.1% | +20.3% | -47.4% | -31.2% |
| 1Y | +12.2% | +56.5% | -44.3% | +0.4% |
| 3Y | +584.3% | +762.6% | -178.3% | +335.9% |
| 5Y | +37.0% | +546.3% | -509.3% | -15.6% |
| All | +45.2% | +495.8% | -450.6% | -11.1% |
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 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