-78.9%
CAPR vs IAG
+423.2%
-502.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.8% |
| 7D | -10.6% | -4.1% | -6.5% | -10.3% |
| 30D | +111.2% | +10.6% | +100.6% | +109.4% |
| 3M | -67.2% | +35.4% | -102.6% | -68.2% |
| 6M | -75.1% | -9.5% | -65.6% | -75.1% |
| YTD | -71.2% | +21.8% | -93.1% | -71.9% |
| 1Y | +31.1% | +84.1% | -53.0% | +23.9% |
| 3Y | +31.3% | +817.4% | -786.0% | +4.1% |
| 5Y | +69.4% | +830.1% | -760.7% | +30.3% |
| All | -78.9% | +423.2% | -502.1% | -84.2% |
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 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