+179.6%
CAH vs IAG
+663.0%
-483.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +3.5% | -7.7% | +11.1% | +3.6% |
| 30D | +13.5% | +1.6% | +11.9% | +13.4% |
| 3M | +21.8% | -2.4% | +24.3% | +21.8% |
| 6M | +51.5% | -7.8% | +59.3% | +51.5% |
| YTD | +38.1% | +5.0% | +33.0% | +37.7% |
| 1Y | +37.7% | +25.7% | +12.0% | +36.8% |
| 3Y | +179.6% | +694.5% | -514.9% | +180.2% |
| All | +179.6% | +663.0% | -483.4% | +180.2% |
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