+227.4%
CFG vs IAG
+303.4%
-76.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.1% |
| 7D | -0.9% | +21.4% | -22.3% | -1.4% |
| 30D | +1.1% | +4.0% | -3.0% | +0.9% |
| 3M | -12.0% | +17.0% | -29.0% | -12.5% |
| 6M | -2.2% | +1.4% | -3.6% | -2.5% |
| YTD | +11.4% | +13.8% | -2.4% | +10.6% |
| 1Y | +27.8% | +55.8% | -28.0% | +26.0% |
| 3Y | +173.3% | +647.4% | -474.1% | +158.1% |
| 5Y | +62.4% | +519.1% | -456.7% | +50.4% |
| All | +227.4% | +303.4% | -76.1% | +209.9% |
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