+27.6%
CAVA vs IAG
+610.9%
-583.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.3% |
| 7D | -8.0% | -1.1% | -7.0% | -7.9% |
| 30D | -19.6% | +12.1% | -31.7% | -21.1% |
| 3M | -36.7% | +25.5% | -62.2% | -39.4% |
| 6M | -30.6% | -7.1% | -23.5% | -30.7% |
| YTD | -4.8% | +22.9% | -27.7% | -10.3% |
| 1Y | -13.1% | +83.3% | -96.5% | -25.3% |
| 3Y | +48.8% | +808.5% | -759.7% | -17.3% |
| All | +27.6% | +610.9% | -583.2% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling