+185.4%
PSLV vs IAG
+427.6%
-242.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -2.1% | +12.1% | -14.3% | -5.5% |
| 3M | -1.6% | +25.5% | -27.2% | -8.4% |
| 6M | -25.5% | -7.1% | -18.4% | -24.1% |
| YTD | -11.4% | +22.9% | -34.3% | -14.9% |
| 1Y | +48.6% | +83.3% | -34.8% | +28.8% |
| 3Y | +166.9% | +808.5% | -641.6% | +48.7% |
| 5Y | +152.4% | +838.0% | -685.6% | +30.4% |
| All | +185.4% | +427.6% | -242.2% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling