+138.8%
CART vs IAG
+755.2%
-616.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.2% |
| 7D | +1.5% | +24.0% | -22.5% | +0.1% |
| 30D | +22.4% | +5.5% | +16.9% | +21.8% |
| 3M | +16.5% | +8.3% | +8.2% | +15.7% |
| 6M | +44.9% | +6.1% | +38.8% | +43.5% |
| YTD | +30.0% | +20.3% | +9.7% | +26.8% |
| 1Y | +59.1% | +56.5% | +2.6% | +52.2% |
| 3Y | +138.8% | +762.6% | -623.8% | +97.6% |
| All | +138.8% | +755.2% | -616.4% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling