+61.7%
CF vs IAG
+119.5%
-57.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.4% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | +14.8% | +28.9% | -14.0% | +16.7% |
| 3M | +14.1% | +19.1% | -5.1% | +16.1% |
| 6M | +28.5% | -10.3% | +38.8% | +32.9% |
| YTD | +74.9% | +24.2% | +50.7% | +75.5% |
| 1Y | +61.7% | +116.5% | -54.8% | +52.8% |
| All | +61.7% | +119.5% | -57.8% | +52.8% |
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