+134.1%
PSX vs IAG
+797.8%
-663.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.6% |
| 7D | +2.8% | +4.3% | -1.4% | +2.8% |
| 30D | +27.8% | +9.8% | +18.0% | +27.7% |
| 3M | +42.0% | +28.9% | +13.1% | +41.9% |
| 6M | +58.1% | -7.6% | +65.7% | +59.0% |
| YTD | +105.0% | +22.0% | +83.1% | +104.1% |
| 1Y | +104.9% | +99.5% | +5.4% | +100.4% |
| 3Y | +134.1% | +818.3% | -684.2% | +107.9% |
| All | +134.1% | +797.8% | -663.7% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling