+289.9%
CAH vs IAG
+423.2%
-133.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -5.1% | -4.1% | -1.0% | -4.9% |
| 30D | -1.8% | +10.6% | -12.4% | -2.1% |
| 3M | +9.4% | +35.4% | -26.0% | +8.2% |
| 6M | +9.2% | -9.5% | +18.8% | +9.3% |
| YTD | +15.7% | +21.8% | -6.2% | +14.5% |
| 1Y | +59.7% | +84.1% | -24.4% | +55.7% |
| 3Y | +178.5% | +817.4% | -638.9% | +155.2% |
| 5Y | +398.3% | +830.1% | -431.8% | +348.6% |
| All | +289.9% | +423.2% | -133.3% | +251.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling