+64.8%
PR vs IAG
+326.7%
-261.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -1.6% |
| 7D | -12.4% | +24.0% | -36.4% | -14.3% |
| 30D | -6.6% | +5.5% | -12.1% | -7.3% |
| 3M | +7.5% | +8.3% | -0.8% | +6.2% |
| 6M | +10.8% | +6.1% | +4.7% | +9.0% |
| YTD | +57.0% | +20.3% | +36.7% | +50.3% |
| 1Y | +67.9% | +56.5% | +11.5% | +55.4% |
| 3Y | +87.6% | +762.6% | -675.0% | +35.7% |
| 5Y | +220.4% | +546.3% | -325.9% | +127.9% |
| 10Y | +64.8% | +356.1% | -291.3% | +27.6% |
| All | +64.8% | +326.7% | -261.8% | +27.6% |
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