+47.2%
CAPR vs IAG
+56.5%
-9.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.2% | -2.0% | +6.0% |
| 7D | +43.2% | +1.1% | +42.1% | +42.6% |
| 30D | +14.7% | -5.3% | +19.9% | +15.4% |
| 3M | +113.9% | +18.0% | +95.9% | +108.7% |
| 6M | -73.4% | +7.1% | -80.5% | -73.5% |
| YTD | -69.1% | +5.9% | -75.0% | -62.5% |
| 1Y | +47.2% | +59.4% | -12.2% | +316.0% |
| All | +47.2% | +56.5% | -9.3% | +316.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling