+65.2%
CAPR vs IAG
+19.6%
+45.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.2% |
| 7D | +5.9% | -7.7% | +13.6% | +8.3% |
| 30D | +44.6% | +1.6% | +43.0% | +44.1% |
| 3M | +126.4% | -2.4% | +128.8% | +127.8% |
| 6M | -68.6% | -7.8% | -60.8% | -68.0% |
| YTD | -67.0% | +5.0% | -72.0% | -59.9% |
| 1Y | +65.2% | +25.7% | +39.5% | +180.0% |
| All | +65.2% | +19.6% | +45.6% | +180.0% |
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