+78.7%
PR vs IAG
+370.6%
-291.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.0% |
| 7D | -0.5% | +3.4% | -3.9% | -0.9% |
| 30D | -4.6% | -2.7% | -1.9% | -4.7% |
| 3M | +4.7% | -0.5% | +5.2% | +4.2% |
| 6M | +12.4% | -4.8% | +17.3% | +11.8% |
| YTD | +62.9% | +9.6% | +53.3% | +57.3% |
| 1Y | +70.6% | +32.2% | +38.4% | +60.8% |
| 3Y | +90.0% | +692.5% | -602.5% | +38.8% |
| 5Y | +255.5% | +447.6% | -192.1% | +156.9% |
| 10Y | +78.7% | +403.3% | -324.6% | +39.3% |
| All | +78.7% | +370.6% | -291.8% | +39.3% |
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