+42.7%
CAPR vs IAG
+100.7%
-58.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.4% |
| 7D | -9.5% | +4.3% | -13.7% | -10.1% |
| 30D | +121.5% | +9.8% | +111.7% | +118.3% |
| 3M | -65.4% | +28.9% | -94.3% | -66.4% |
| 6M | -67.5% | -7.6% | -59.9% | -68.1% |
| YTD | -68.6% | +22.0% | -90.6% | -66.7% |
| 1Y | +42.7% | +99.5% | -56.8% | +74.4% |
| All | +42.7% | +100.7% | -58.0% | +74.4% |
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