+114.5%
CF vs IAG
+461.2%
-346.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | +10.4% | +3.4% | +6.9% | +10.1% |
| 30D | +7.6% | -2.7% | +10.3% | +7.6% |
| 3M | +5.2% | -0.5% | +5.7% | +4.9% |
| 6M | -0.1% | -4.8% | +4.8% | -0.3% |
| YTD | +61.7% | +9.6% | +52.1% | +57.8% |
| 1Y | +50.3% | +32.2% | +18.1% | +44.0% |
| 3Y | +66.0% | +692.5% | -626.6% | +28.0% |
| 5Y | +114.5% | +447.6% | -333.1% | +70.6% |
| All | +114.5% | +461.2% | -346.7% | +70.6% |
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 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