+39.5%
PL vs IAG
+420.1%
-380.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +10.0% | -7.7% | +17.7% | +12.4% |
| 30D | -2.3% | +1.6% | -3.8% | -2.8% |
| 3M | -44.2% | -2.4% | -41.8% | -44.2% |
| 6M | -66.1% | -7.8% | -58.3% | -65.6% |
| YTD | -30.0% | +5.0% | -35.0% | -31.6% |
| 1Y | +21.0% | +25.7% | -4.7% | +13.9% |
| 3Y | +516.5% | +694.5% | -178.0% | +303.3% |
| 5Y | +32.0% | +421.7% | -389.7% | -16.0% |
| All | +39.5% | +420.1% | -380.6% | -11.6% |
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