+425.9%
CARR vs IAG
+837.9%
-412.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | +0.6% | +1.7% | -1.0% | +0.5% |
| 30D | -8.7% | +11.4% | -20.1% | -9.4% |
| 3M | -18.4% | +33.0% | -51.4% | -20.3% |
| 6M | -0.6% | -6.0% | +5.4% | -0.9% |
| YTD | +10.9% | +24.6% | -13.6% | +8.5% |
| 1Y | -7.3% | +105.0% | -112.3% | -12.1% |
| 3Y | +2.9% | +837.9% | -835.0% | -12.3% |
| 5Y | +9.6% | +817.0% | -807.3% | -10.6% |
| All | +425.9% | +837.9% | -412.0% | +473.7% |
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