+235.6%
CAPR vs IAG
+663.0%
-427.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.0% |
| 7D | +5.9% | -7.7% | +13.6% | +6.7% |
| 30D | +44.6% | +1.6% | +43.0% | +44.5% |
| 3M | +126.4% | -2.4% | +128.8% | +126.9% |
| 6M | -68.6% | -7.8% | -60.8% | -68.5% |
| YTD | -67.0% | +5.0% | -72.0% | -66.6% |
| 1Y | +65.2% | +25.7% | +39.5% | +68.6% |
| 3Y | +235.6% | +694.5% | -458.9% | +213.7% |
| All | +235.6% | +663.0% | -427.4% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling