+580.6%
CF vs IAG
+371.9%
+208.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.1% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | +14.8% | +28.9% | -14.0% | +12.7% |
| 3M | +14.1% | +19.1% | -5.1% | +12.3% |
| 6M | +28.5% | -10.3% | +38.8% | +28.6% |
| YTD | +74.9% | +24.2% | +50.7% | +69.8% |
| 1Y | +61.7% | +116.5% | -54.8% | +49.2% |
| 3Y | +80.3% | +742.8% | -662.5% | +44.2% |
| 5Y | +226.0% | +753.3% | -527.4% | +151.1% |
| All | +580.6% | +371.9% | +208.7% | +417.6% |
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