-70.5%
PSKY vs IAG
+796.9%
-867.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | -6.0% | -4.1% | -1.9% | -5.5% |
| 30D | +10.7% | +10.6% | 0.0% | +9.2% |
| 3M | +1.2% | +35.4% | -34.2% | -2.8% |
| 6M | +1.5% | -9.5% | +11.0% | +1.6% |
| YTD | -21.8% | +21.8% | -43.6% | -24.4% |
| 1Y | -30.2% | +84.1% | -114.3% | -35.9% |
| 3Y | -20.1% | +817.4% | -837.4% | -42.4% |
| 5Y | -70.5% | +830.1% | -900.6% | -80.8% |
| All | -70.5% | +796.9% | -867.4% | -80.8% |
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 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