+73.5%
CART vs IAG
+623.4%
-549.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.5% |
| 7D | +0.3% | +16.8% | -16.6% | -0.9% |
| 30D | +22.4% | -1.5% | +23.9% | +22.3% |
| 3M | +15.6% | +0.5% | +15.2% | +15.3% |
| 6M | +44.9% | -1.0% | +45.9% | +44.1% |
| YTD | +30.0% | +12.3% | +17.7% | +26.9% |
| 1Y | +56.6% | +39.2% | +17.4% | +50.0% |
| 3Y | +131.9% | +712.3% | -580.3% | +81.4% |
| All | +73.5% | +623.4% | -549.9% | +37.8% |
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