+481.0%
CF vs IAG
+336.8%
+144.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.7% | +9.2% | +3.0% |
| 7D | +4.8% | +16.8% | -12.1% | +3.7% |
| 30D | +9.7% | -1.5% | +11.2% | +9.6% |
| 3M | +1.2% | +0.5% | +0.8% | +0.9% |
| 6M | +7.4% | -1.0% | +8.3% | +6.7% |
| YTD | +60.5% | +12.3% | +48.2% | +56.5% |
| 1Y | +50.7% | +39.2% | +11.5% | +44.3% |
| 3Y | +64.8% | +712.3% | -647.5% | +32.4% |
| 5Y | +115.8% | +484.2% | -368.4% | +71.2% |
| 10Y | +481.0% | +382.3% | +98.7% | +354.8% |
| All | +481.0% | +336.8% | +144.2% | +354.8% |
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 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