+246.4%
PR vs IAG
+495.5%
-249.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | +1.7% |
| 7D | -9.5% | +16.8% | -26.3% | -11.4% |
| 30D | -5.7% | -1.5% | -4.2% | -5.8% |
| 3M | +3.0% | +0.5% | +2.5% | +2.3% |
| 6M | +11.8% | -1.0% | +12.8% | +10.5% |
| YTD | +58.5% | +12.3% | +46.2% | +50.6% |
| 1Y | +69.9% | +39.2% | +30.6% | +55.3% |
| 3Y | +84.9% | +712.3% | -627.4% | +13.1% |
| 5Y | +246.4% | +484.2% | -237.8% | +129.0% |
| All | +246.4% | +495.5% | -249.1% | +129.0% |
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