+1,577.6%
CB vs IAG
+337.4%
+1,240.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.2% | -9.0% | -2.1% |
| 7D | +0.2% | +21.4% | -21.2% | -0.7% |
| 30D | +9.1% | +4.0% | +5.0% | +8.8% |
| 3M | +3.4% | +17.0% | -13.6% | +2.4% |
| 6M | +14.1% | +1.4% | +12.7% | +13.5% |
| YTD | +18.0% | +13.8% | +4.2% | +16.1% |
| 1Y | +30.1% | +55.8% | -25.7% | +25.9% |
| 3Y | +71.8% | +647.4% | -575.6% | +50.9% |
| 5Y | +101.8% | +519.1% | -417.3% | +75.3% |
| 10Y | +252.1% | +345.6% | -93.5% | +197.2% |
| All | +1,577.6% | +337.4% | +1,240.2% | +1,133.1% |
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