+415.3%
PR vs IAG
+764.1%
-348.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +18.0% | +28.9% | -10.8% | +13.9% |
| 3M | +16.9% | +19.1% | -2.3% | +13.4% |
| 6M | +28.2% | -10.3% | +38.5% | +28.5% |
| YTD | +69.3% | +24.2% | +45.1% | +59.5% |
| 1Y | +69.5% | +116.5% | -47.0% | +43.4% |
| 3Y | +81.7% | +742.8% | -661.1% | +10.9% |
| All | +415.3% | +764.1% | -348.9% | +197.5% |
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