+5.6%
CDE vs IAG
+56.5%
-50.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.2% | -1.5% | -0.6% |
| 7D | +1.1% | +1.1% | 0.0% | -0.1% |
| 30D | -14.5% | -5.3% | -9.2% | -10.2% |
| 3M | -10.1% | +18.0% | -28.1% | -22.7% |
| 6M | -16.9% | +7.1% | -24.0% | -21.4% |
| YTD | -18.1% | +5.9% | -24.1% | -16.5% |
| 1Y | +5.6% | +59.4% | -53.8% | -18.9% |
| All | +5.6% | +56.5% | -50.9% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling