+362.4%
CFG vs IAG
+571.5%
-209.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +1.5% | -0.5% | +2.1% | +1.5% |
| 30D | -3.8% | +28.9% | -32.7% | -4.1% |
| 3M | +11.5% | +19.1% | -7.7% | +11.3% |
| 6M | +19.2% | -10.3% | +29.4% | +19.1% |
| YTD | +23.7% | +24.2% | -0.5% | +23.4% |
| 1Y | +38.8% | +116.5% | -77.6% | +38.1% |
| 3Y | +178.9% | +742.8% | -563.9% | +175.7% |
| 5Y | +101.8% | +753.3% | -651.5% | +98.2% |
| 10Y | +317.3% | +403.2% | -85.9% | +315.5% |
| All | +362.4% | +571.5% | -209.1% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling