-3.3%
PR vs IAG
+4.8%
-8.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.0% | -4.8% |
| 7D | -16.5% | +4.5% | -21.1% | -15.8% |
| 30D | -4.5% | -5.7% | +1.1% | -4.2% |
| 3M | +8.5% | +10.1% | -1.6% | +11.4% |
| 6M | -3.3% | +7.3% | -10.6% | +0.7% |
| All | -3.3% | +4.8% | -8.1% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling