+37.7%
PL vs IAG
+475.2%
-437.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | +1.1% |
| 7D | +5.6% | +16.8% | -11.2% | +1.1% |
| 30D | -16.9% | -1.5% | -15.4% | -16.7% |
| 3M | -38.2% | +0.5% | -38.7% | -38.7% |
| 6M | -63.4% | -1.0% | -62.5% | -63.6% |
| YTD | -27.6% | +12.3% | -39.9% | -30.8% |
| 1Y | +6.6% | +39.2% | -32.7% | -3.0% |
| 3Y | +557.6% | +712.3% | -154.7% | +302.6% |
| All | +37.7% | +475.2% | -437.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling