+39.4%
CFG vs IAG
+100.7%
-61.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +2.7% | +4.3% | -1.6% | +2.5% |
| 30D | -3.7% | +9.8% | -13.5% | -4.2% |
| 3M | +9.5% | +28.9% | -19.4% | +7.6% |
| 6M | +22.2% | -7.6% | +29.8% | +21.6% |
| YTD | +22.3% | +22.0% | +0.4% | +20.9% |
| 1Y | +39.4% | +99.5% | -60.1% | +37.7% |
| All | +39.4% | +100.7% | -61.2% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling