+206.6%
CFG vs IAG
+384.2%
-177.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.6% |
| 7D | +1.6% | -2.1% | +3.7% | +1.7% |
| 30D | +3.3% | -6.2% | +9.5% | +3.4% |
| 3M | -11.5% | -5.1% | -6.4% | -11.5% |
| 6M | +6.2% | -10.0% | +16.2% | +6.3% |
| YTD | +14.3% | +3.9% | +10.3% | +13.7% |
| 1Y | +26.7% | +18.9% | +7.9% | +25.6% |
| 3Y | +187.8% | +651.8% | -464.0% | +170.5% |
| 5Y | +61.3% | +416.3% | -355.0% | +48.9% |
| All | +206.6% | +384.2% | -177.6% | +196.2% |
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