-4.6%
CARR vs IAG
+119.5%
-124.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -8.7% | +28.9% | -37.6% | -11.9% |
| 3M | -12.6% | +19.1% | -31.7% | -15.1% |
| 6M | -1.5% | -10.3% | +8.7% | -3.0% |
| YTD | +14.3% | +24.2% | -9.9% | +11.9% |
| 1Y | -4.6% | +116.5% | -121.1% | -10.5% |
| All | -4.6% | +119.5% | -124.1% | -10.5% |
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