+95.5%
PSX vs IAG
+19.6%
+75.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +7.8% | -7.7% | +15.5% | +7.2% |
| 30D | -10.9% | +1.6% | -12.5% | -10.4% |
| 3M | +14.5% | -2.4% | +16.9% | +15.0% |
| 6M | +56.1% | -7.8% | +63.9% | +57.5% |
| YTD | +109.6% | +5.0% | +104.5% | +109.5% |
| 1Y | +95.5% | +25.7% | +69.8% | +88.4% |
| All | +95.5% | +19.6% | +75.9% | +88.4% |
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