+180.2%
CAH vs IAG
+817.0%
-636.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | +1.2% | +11.4% | -10.3% | +1.0% |
| 3M | +13.1% | +33.0% | -19.9% | +12.5% |
| 6M | +8.5% | -6.0% | +14.5% | +8.5% |
| YTD | +17.6% | +24.6% | -6.9% | +17.1% |
| 1Y | +60.7% | +105.0% | -44.3% | +58.1% |
| All | +180.2% | +817.0% | -636.8% | +178.1% |
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