-77.0%
PLTD vs IAG
+251.0%
-328.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +1.9% |
| 7D | +4.5% | +4.3% | +0.3% | +5.6% |
| 30D | -0.7% | +9.8% | -10.5% | +1.8% |
| 3M | -31.0% | +28.9% | -60.0% | -25.7% |
| 6M | -24.8% | -7.6% | -17.2% | -24.1% |
| YTD | -18.6% | +22.0% | -40.5% | -10.2% |
| 1Y | -31.8% | +99.5% | -131.3% | -13.9% |
| All | -77.0% | +251.0% | -328.0% | -61.5% |
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 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