+639.5%
CEG vs IAG
+693.8%
-54.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.3% |
| 7D | +8.0% | -0.5% | +8.6% | +8.0% |
| 30D | +12.9% | +28.9% | -15.9% | +7.7% |
| 3M | +13.2% | +19.1% | -6.0% | +9.0% |
| 6M | -7.0% | -10.3% | +3.3% | -6.7% |
| YTD | -15.0% | +24.2% | -39.2% | -19.9% |
| 1Y | -2.7% | +116.5% | -119.2% | -16.9% |
| 3Y | +184.1% | +742.8% | -558.7% | +98.6% |
| All | +639.5% | +693.8% | -54.3% | +392.4% |
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