+151.5%
CAKE vs IAG
+427.6%
-276.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -4.5% | -1.1% | -3.5% | -4.5% |
| 30D | -12.4% | +12.1% | -24.6% | -13.0% |
| 3M | +37.3% | +25.5% | +11.8% | +35.5% |
| 6M | +70.7% | -7.1% | +77.8% | +70.6% |
| YTD | +106.0% | +22.9% | +83.1% | +102.2% |
| 1Y | +79.7% | +83.3% | -3.7% | +72.3% |
| 3Y | +267.8% | +808.5% | -540.7% | +220.9% |
| 5Y | +159.9% | +838.0% | -678.1% | +121.1% |
| All | +151.5% | +427.6% | -276.1% | +114.7% |
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