+101.6%
PSX vs IAG
+86.2%
+15.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.4% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | +15.6% | +12.1% | +3.5% | +16.3% |
| 3M | +46.5% | +25.5% | +20.9% | +48.4% |
| 6M | +55.0% | -7.1% | +62.1% | +57.9% |
| YTD | +105.3% | +22.9% | +82.4% | +107.6% |
| 1Y | +101.6% | +83.3% | +18.2% | +106.4% |
| All | +101.6% | +86.2% | +15.4% | +106.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling