+237.0%
CFG vs IAG
+326.7%
-89.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.8% | +2.8% |
| 7D | +0.3% | +24.0% | -23.7% | -0.3% |
| 30D | +3.2% | +5.5% | -2.3% | +3.0% |
| 3M | -9.7% | +8.3% | -18.0% | -10.0% |
| 6M | +3.6% | +6.1% | -2.5% | +3.2% |
| YTD | +14.7% | +20.3% | -5.6% | +13.7% |
| 1Y | +29.6% | +56.5% | -26.9% | +27.7% |
| 3Y | +190.6% | +762.6% | -572.0% | +173.6% |
| 5Y | +67.1% | +546.3% | -479.2% | +54.4% |
| 10Y | +237.0% | +356.1% | -119.1% | +218.5% |
| All | +237.0% | +326.7% | -89.7% | +218.5% |
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