-97.9%
CAPR vs IAG
+159.7%
-257.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | +139.2% | +28.9% | +110.3% | +133.7% |
| 3M | -66.4% | +19.1% | -85.5% | -67.1% |
| 6M | -63.1% | -10.3% | -52.9% | -63.1% |
| YTD | -67.4% | +24.2% | -91.6% | -68.3% |
| 1Y | +58.2% | +116.5% | -58.2% | +45.9% |
| 3Y | +42.2% | +742.8% | -700.6% | +11.9% |
| 5Y | +87.3% | +753.3% | -666.1% | +42.7% |
| 10Y | -75.3% | +403.2% | -478.5% | -81.4% |
| All | -97.9% | +159.7% | -257.6% | -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