+56.1%
CDE vs IAG
+427.6%
-371.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.3% |
| 30D | +9.5% | +12.1% | -2.7% | +0.5% |
| 3M | +25.5% | +25.5% | 0.0% | +6.4% |
| 6M | -7.9% | -7.1% | -0.8% | -1.6% |
| YTD | +15.6% | +22.9% | -7.3% | +0.4% |
| 1Y | +34.0% | +83.3% | -49.3% | -12.2% |
| 3Y | +791.9% | +808.5% | -16.6% | +75.1% |
| 5Y | +197.7% | +838.0% | -640.2% | -49.8% |
| All | +56.1% | +427.6% | -371.5% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling