+718.3%
CAH vs IAG
+368.9%
+349.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | +0.5% | +4.3% | -3.8% | +0.3% |
| 30D | +1.7% | +9.8% | -8.0% | +1.4% |
| 3M | +17.9% | +28.9% | -11.0% | +16.7% |
| 6M | +10.9% | -7.6% | +18.5% | +10.9% |
| YTD | +17.9% | +22.0% | -4.1% | +16.4% |
| 1Y | +61.7% | +99.5% | -37.8% | +56.7% |
| 3Y | +183.7% | +818.3% | -634.5% | +157.8% |
| 5Y | +401.3% | +785.9% | -384.6% | +349.6% |
| 10Y | +293.7% | +381.1% | -87.4% | +251.3% |
| All | +718.3% | +368.9% | +349.4% | +583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling