+75.8%
PR vs IAG
+55.8%
+20.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +2.3% |
| 7D | -16.4% | +21.4% | -37.8% | -15.6% |
| 30D | -1.9% | +4.0% | -5.9% | -1.3% |
| 3M | +8.0% | +17.0% | -9.1% | +9.3% |
| 6M | +4.1% | +1.4% | +2.7% | +5.3% |
| YTD | +58.7% | +13.8% | +44.9% | +59.8% |
| 1Y | +75.8% | +55.8% | +20.0% | +70.2% |
| All | +75.8% | +55.8% | +20.0% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling