+23.3%
CAVA vs IAG
+604.9%
-581.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -4.1% |
| 7D | -12.4% | -4.1% | -8.4% | -11.8% |
| 30D | -11.2% | +10.6% | -21.8% | -12.7% |
| 3M | -33.8% | +35.4% | -69.2% | -37.4% |
| 6M | -32.5% | -9.5% | -23.0% | -32.3% |
| YTD | -8.0% | +21.8% | -29.8% | -13.2% |
| 1Y | -17.1% | +84.1% | -101.3% | -28.9% |
| 3Y | +37.8% | +817.4% | -779.5% | -24.1% |
| All | +23.3% | +604.9% | -581.6% | -20.3% |
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