+52.0%
CG vs IAG
+715.9%
-663.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.2% | -0.6% |
| 7D | +2.0% | +16.8% | -14.9% | 0.0% |
| 30D | +8.5% | -1.5% | +10.0% | +8.5% |
| 3M | -12.1% | +0.5% | -12.6% | -12.5% |
| 6M | -16.4% | -1.0% | -15.5% | -17.1% |
| YTD | -28.0% | +12.3% | -40.3% | -30.7% |
| 1Y | -18.9% | +39.2% | -58.1% | -24.4% |
| All | +52.0% | +715.9% | -663.9% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling