+102.5%
CFG vs IAG
+764.1%
-661.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.5% | -0.5% | +2.1% | +1.6% |
| 30D | -3.8% | +28.9% | -32.7% | -5.2% |
| 3M | +11.5% | +19.1% | -7.7% | +10.2% |
| 6M | +19.2% | -10.3% | +29.4% | +19.2% |
| YTD | +23.7% | +24.2% | -0.5% | +21.5% |
| 1Y | +38.8% | +116.5% | -77.6% | +32.4% |
| 3Y | +178.9% | +742.8% | -563.9% | +140.9% |
| All | +102.5% | +764.1% | -661.6% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling