-98.0%
CAPR vs IAG
+137.9%
-235.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.2% | -2.5% | +4.0% |
| 7D | +41.1% | +21.4% | +19.6% | +38.6% |
| 30D | +11.1% | +4.0% | +7.1% | +10.7% |
| 3M | +115.3% | +17.0% | +98.3% | +112.1% |
| 6M | -73.8% | +1.4% | -75.2% | -74.0% |
| YTD | -68.8% | +13.8% | -82.6% | -69.5% |
| 1Y | +43.3% | +55.8% | -12.5% | +36.3% |
| 3Y | +214.7% | +647.4% | -432.7% | +150.7% |
| 5Y | +141.3% | +519.1% | -377.9% | +89.5% |
| 10Y | -67.0% | +345.6% | -412.6% | -74.9% |
| All | -98.0% | +137.9% | -235.9% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling