-20.7%
PSKY vs IAG
+817.0%
-837.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.6% |
| 7D | -6.8% | +1.7% | -8.5% | -7.0% |
| 30D | +10.2% | +11.4% | -1.2% | +8.7% |
| 3M | +0.3% | +33.0% | -32.7% | -3.5% |
| 6M | -7.8% | -6.0% | -1.8% | -8.1% |
| YTD | -23.0% | +24.6% | -47.5% | -25.5% |
| 1Y | -31.6% | +105.0% | -136.6% | -37.6% |
| All | -20.7% | +817.0% | -837.6% | -46.9% |
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