-73.8%
CAPR vs IAG
+5.8%
-79.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.2% | -2.5% | +2.4% |
| 7D | +41.1% | +21.4% | +19.6% | +33.3% |
| 30D | +11.1% | +4.0% | +7.1% | +8.6% |
| 3M | +115.3% | +17.0% | +98.3% | +107.6% |
| 6M | -73.8% | +1.4% | -75.2% | -72.8% |
| All | -73.8% | +5.8% | -79.6% | -72.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling