-42.6%
CAG vs IAG
+796.9%
-839.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.7% |
| 7D | -5.9% | -4.1% | -1.8% | -5.8% |
| 30D | -1.5% | +10.6% | -12.2% | -1.8% |
| 3M | +11.5% | +35.4% | -23.9% | +10.4% |
| 6M | -15.7% | -9.5% | -6.1% | -15.7% |
| YTD | -10.2% | +21.8% | -32.0% | -11.0% |
| 1Y | -18.1% | +84.1% | -102.2% | -19.9% |
| 3Y | -39.4% | +817.4% | -856.7% | -45.4% |
| 5Y | -42.6% | +830.1% | -872.7% | -49.3% |
| All | -42.6% | +796.9% | -839.5% | -49.3% |
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