+101.0%
CB vs IAG
+764.1%
-663.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -3.1% | +28.9% | -32.0% | -3.4% |
| 3M | +9.0% | +19.1% | -10.2% | +8.7% |
| 6M | +2.9% | -10.3% | +13.1% | +3.1% |
| YTD | +10.1% | +24.2% | -14.1% | +9.4% |
| 1Y | +22.8% | +116.5% | -93.7% | +20.0% |
| 3Y | +73.8% | +742.8% | -669.0% | +63.1% |
| All | +101.0% | +764.1% | -663.1% | +78.9% |
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 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