+83.0%
PL vs IAG
+515.0%
-432.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | -9.3% | -0.5% | -8.8% | -9.3% |
| 30D | -18.9% | +28.9% | -47.8% | -24.3% |
| 3M | -58.4% | +19.1% | -77.5% | -60.2% |
| 6M | -30.3% | -10.3% | -20.1% | -29.4% |
| YTD | -8.1% | +24.2% | -32.3% | -13.7% |
| 1Y | +180.5% | +116.5% | +64.0% | +134.4% |
| 3Y | +444.1% | +742.8% | -298.7% | +246.6% |
| 5Y | +83.0% | +753.3% | -670.3% | +12.3% |
| All | +83.0% | +515.0% | -432.0% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling