+9.1%
CARR vs IAG
+813.2%
-804.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.1% |
| 7D | -4.1% | -4.1% | -0.1% | -3.8% |
| 30D | -11.0% | +10.6% | -21.6% | -11.8% |
| 3M | -16.4% | +35.4% | -51.7% | -18.7% |
| 6M | -2.4% | -9.5% | +7.2% | -2.5% |
| YTD | +8.4% | +21.8% | -13.4% | +5.9% |
| 1Y | -8.0% | +84.1% | -92.1% | -12.8% |
| 3Y | +0.6% | +817.4% | -816.8% | -16.4% |
| All | +9.1% | +813.2% | -804.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling