+485.9%
CAKE vs IAG
+368.4%
+117.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -5.6% | -4.1% | -1.6% | -5.4% |
| 30D | -10.5% | +10.6% | -21.2% | -11.0% |
| 3M | +43.6% | +35.4% | +8.3% | +41.3% |
| 6M | +63.0% | -9.5% | +72.6% | +63.1% |
| YTD | +102.9% | +21.8% | +81.1% | +99.5% |
| 1Y | +75.6% | +84.1% | -8.5% | +68.9% |
| 3Y | +257.7% | +817.4% | -559.6% | +214.8% |
| 5Y | +156.0% | +830.1% | -674.1% | +121.2% |
| 10Y | +150.5% | +413.8% | -263.3% | +114.2% |
| All | +485.9% | +368.4% | +117.5% | +368.3% |
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