+71.5%
CART vs IAG
+583.6%
-512.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +1.2% | +4.5% | -3.3% | +0.8% |
| 30D | +27.1% | -5.7% | +32.8% | +27.5% |
| 3M | +27.4% | +10.1% | +17.3% | +26.4% |
| 6M | +32.1% | +7.3% | +24.8% | +30.7% |
| YTD | +28.5% | +6.1% | +22.4% | +26.0% |
| 1Y | +58.8% | +46.8% | +12.0% | +51.4% |
| 3Y | +114.8% | +573.1% | -458.3% | +74.8% |
| All | +71.5% | +583.6% | -512.1% | +36.8% |
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