+185.6%
CDE vs IAG
+813.2%
-627.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -1.5% |
| 7D | -6.1% | -4.1% | -2.0% | -3.0% |
| 30D | +9.5% | +10.6% | -1.2% | +1.5% |
| 3M | +32.0% | +35.4% | -3.4% | +5.7% |
| 6M | -12.8% | -9.5% | -3.2% | -5.2% |
| YTD | +14.2% | +21.8% | -7.6% | +0.2% |
| 1Y | +36.3% | +84.1% | -47.8% | -9.9% |
| 3Y | +821.4% | +817.4% | +4.0% | +95.2% |
| All | +185.6% | +813.2% | -627.6% | -44.3% |
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