+1,112.1%
PSX vs IAG
+74.5%
+1,037.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +4.5% | -0.5% | +5.1% | +4.5% |
| 30D | +26.6% | +28.9% | -2.3% | +24.9% |
| 3M | +39.3% | +19.1% | +20.1% | +37.6% |
| 6M | +56.8% | -10.3% | +67.1% | +56.8% |
| YTD | +101.8% | +24.2% | +77.6% | +97.7% |
| 1Y | +99.6% | +116.5% | -16.9% | +88.9% |
| 3Y | +140.3% | +742.8% | -602.5% | +105.9% |
| 5Y | +339.3% | +753.3% | -414.0% | +267.0% |
| 10Y | +369.9% | +403.2% | -33.3% | +292.2% |
| All | +1,112.1% | +74.5% | +1,037.6% | +1,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling