+24.3%
CFG vs IAG
+44.1%
-19.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.5% |
| 7D | -0.9% | +21.4% | -22.3% | -2.4% |
| 30D | +1.1% | +4.0% | -3.0% | +0.6% |
| 3M | -12.0% | +17.0% | -29.0% | -13.3% |
| 6M | -2.2% | +1.4% | -3.6% | -2.9% |
| YTD | +11.4% | +13.8% | -2.4% | +9.2% |
| All | +24.3% | +44.1% | -19.8% | +17.2% |
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 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