+125.1%
PM vs IAG
+766.8%
-641.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | -1.3% | +4.3% | -5.5% | -1.5% |
| 30D | -2.6% | +9.8% | -12.3% | -3.1% |
| 3M | +5.8% | +28.9% | -23.1% | +4.1% |
| 6M | +10.6% | -7.6% | +18.1% | +10.6% |
| YTD | +17.2% | +22.0% | -4.8% | +14.9% |
| 1Y | +17.6% | +99.5% | -81.9% | +11.2% |
| 3Y | +124.3% | +818.3% | -694.0% | +86.4% |
| 5Y | +125.1% | +785.9% | -660.8% | +87.0% |
| All | +125.1% | +766.8% | -641.7% | +87.0% |
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 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