+5.5%
CG vs IAG
+804.8%
-799.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.3% |
| 7D | -6.4% | +1.7% | -8.1% | -6.6% |
| 30D | -7.1% | +11.4% | -18.5% | -8.4% |
| 3M | -1.6% | +33.0% | -34.6% | -5.5% |
| 6M | -8.3% | -6.0% | -2.3% | -8.6% |
| YTD | -23.8% | +24.6% | -48.4% | -27.5% |
| 1Y | -28.7% | +105.0% | -133.7% | -36.8% |
| 3Y | +49.2% | +837.9% | -788.7% | +3.3% |
| 5Y | +5.5% | +817.0% | -811.5% | -32.9% |
| All | +5.5% | +804.8% | -799.3% | -32.9% |
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