-64.7%
CAPR vs IAG
+326.7%
-391.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.7% | +8.9% |
| 7D | +36.0% | +24.0% | +12.0% | +33.6% |
| 30D | +25.8% | +5.5% | +20.3% | +25.1% |
| 3M | +140.8% | +8.3% | +132.5% | +139.1% |
| 6M | -67.6% | +6.1% | -73.7% | -67.9% |
| YTD | -65.9% | +20.3% | -86.2% | -66.6% |
| 1Y | +66.1% | +56.5% | +9.6% | +59.7% |
| 3Y | +256.9% | +762.6% | -505.7% | +188.9% |
| 5Y | +172.1% | +546.3% | -374.2% | +118.1% |
| 10Y | -64.7% | +356.1% | -420.8% | -73.7% |
| All | -64.7% | +326.7% | -391.4% | -73.7% |
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