+376.3%
PSX vs IAG
+423.2%
-46.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +1.5% | -4.1% | +5.6% | +1.7% |
| 30D | +15.8% | +10.6% | +5.2% | +15.1% |
| 3M | +43.0% | +35.4% | +7.6% | +40.2% |
| 6M | +61.1% | -9.5% | +70.6% | +61.1% |
| YTD | +104.5% | +21.8% | +82.7% | +100.0% |
| 1Y | +102.5% | +84.1% | +18.4% | +92.0% |
| 3Y | +133.5% | +817.4% | -683.9% | +92.4% |
| 5Y | +367.0% | +830.1% | -463.1% | +271.4% |
| All | +376.3% | +423.2% | -46.8% | +290.7% |
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