+79.3%
PR vs IAG
+746.3%
-667.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +18.0% | +28.9% | -10.8% | +15.9% |
| 3M | +16.9% | +19.1% | -2.3% | +15.2% |
| 6M | +28.2% | -10.3% | +38.5% | +29.3% |
| YTD | +69.3% | +24.2% | +45.1% | +63.6% |
| 1Y | +69.5% | +116.5% | -47.0% | +51.4% |
| All | +79.3% | +746.3% | -667.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling