+358.2%
PSX vs IAG
+384.2%
-26.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.8% | +1.9% |
| 7D | +6.4% | -2.1% | +8.5% | +6.5% |
| 30D | -10.2% | -6.2% | -4.0% | -10.0% |
| 3M | +17.2% | -5.1% | +22.3% | +17.1% |
| 6M | +51.8% | -10.0% | +61.7% | +51.7% |
| YTD | +108.0% | +3.9% | +104.1% | +104.7% |
| 1Y | +96.1% | +18.9% | +77.3% | +91.1% |
| 3Y | +155.9% | +651.8% | -495.9% | +113.0% |
| 5Y | +306.9% | +416.3% | -109.3% | +233.1% |
| All | +358.2% | +384.2% | -26.0% | +274.7% |
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 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