+403.1%
PL vs IAG
+573.1%
-170.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.2% | -10.3% | -10.2% |
| 7D | -20.5% | +4.5% | -25.1% | -22.1% |
| 30D | -38.8% | -5.7% | -33.1% | -37.8% |
| 3M | -49.1% | +10.1% | -59.3% | -51.4% |
| 6M | -69.4% | +7.3% | -76.7% | -70.3% |
| YTD | -42.3% | +6.1% | -48.5% | -44.7% |
| 1Y | -14.2% | +46.8% | -61.0% | -25.0% |
| All | +403.1% | +573.1% | -170.0% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling