+51.5%
CART vs IAG
+700.0%
-648.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | +1.0% | -0.5% | +1.6% | +1.1% |
| 30D | +12.6% | +28.9% | -16.3% | +10.6% |
| 3M | +23.1% | +19.1% | +4.0% | +21.3% |
| 6M | +39.5% | -10.3% | +49.8% | +39.9% |
| YTD | +13.5% | +24.2% | -10.7% | +10.3% |
| 1Y | +14.9% | +116.5% | -101.6% | +6.1% |
| All | +51.5% | +700.0% | -648.5% | +19.8% |
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 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