-67.1%
CAPR vs IAG
+384.2%
-451.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.1% | -3.6% | -8.3% |
| 7D | +19.1% | -2.1% | +21.1% | +19.4% |
| 30D | +48.8% | -6.2% | +55.0% | +49.7% |
| 3M | +144.4% | -5.1% | +149.5% | +145.6% |
| 6M | -67.5% | -10.0% | -57.5% | -67.4% |
| YTD | -64.5% | +3.9% | -68.5% | -64.8% |
| 1Y | +74.4% | +18.9% | +55.6% | +71.5% |
| 3Y | +265.7% | +651.8% | -386.0% | +201.4% |
| 5Y | +196.0% | +416.3% | -220.3% | +142.7% |
| All | -67.1% | +384.2% | -451.3% | -76.0% |
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 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