+112.0%
CF vs IAG
+515.1%
-403.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.5% | +0.3% |
| 7D | -3.2% | +21.4% | -24.6% | -4.2% |
| 30D | +4.3% | +4.0% | +0.3% | +4.0% |
| 3M | +2.8% | +17.0% | -14.2% | +1.6% |
| 6M | +0.6% | +1.4% | -0.8% | +0.1% |
| YTD | +56.6% | +13.8% | +42.9% | +52.7% |
| 1Y | +49.6% | +55.8% | -6.2% | +41.4% |
| 3Y | +61.5% | +647.4% | -585.9% | +25.7% |
| All | +112.0% | +515.1% | -403.1% | +63.3% |
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