+368.5%
PSX vs IAG
+804.8%
-436.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +1.8% | +1.7% | +0.1% | +1.7% |
| 30D | +21.6% | +11.4% | +10.2% | +20.8% |
| 3M | +46.5% | +33.0% | +13.4% | +43.6% |
| 6M | +62.0% | -6.0% | +68.0% | +62.0% |
| YTD | +106.3% | +24.6% | +81.8% | +101.0% |
| 1Y | +103.0% | +105.0% | -2.0% | +89.0% |
| 3Y | +135.5% | +837.9% | -702.4% | +81.2% |
| 5Y | +368.5% | +817.0% | -448.5% | +221.7% |
| All | +368.5% | +804.8% | -436.3% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling