+29.1%
CAVA vs IAG
+620.7%
-591.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.2% | -6.4% |
| 7D | -8.5% | +1.7% | -10.2% | -8.8% |
| 30D | -8.2% | +11.4% | -19.7% | -9.9% |
| 3M | -25.9% | +33.0% | -58.9% | -29.8% |
| 6M | -30.9% | -6.0% | -24.9% | -31.2% |
| YTD | -3.7% | +24.6% | -28.3% | -9.5% |
| 1Y | -13.4% | +105.0% | -118.4% | -27.4% |
| 3Y | +44.2% | +837.9% | -793.7% | -20.9% |
| All | +29.1% | +620.7% | -591.6% | -16.9% |
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