+516.7%
CAH vs IAG
+421.7%
+95.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +3.5% | -7.7% | +11.1% | +3.8% |
| 30D | +13.5% | +1.6% | +11.9% | +13.3% |
| 3M | +21.8% | -2.4% | +24.3% | +21.7% |
| 6M | +51.5% | -7.8% | +59.3% | +51.4% |
| YTD | +38.1% | +5.0% | +33.0% | +36.7% |
| 1Y | +37.7% | +25.7% | +12.0% | +35.1% |
| 3Y | +179.6% | +694.5% | -514.9% | +143.8% |
| All | +516.7% | +421.7% | +95.0% | +438.7% |
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 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