+41.5%
CGNX vs IAG
+119.5%
-78.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.6% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | -11.8% | +28.9% | -40.7% | -14.1% |
| 3M | -3.6% | +19.1% | -22.7% | -5.8% |
| 6M | +17.4% | -10.3% | +27.7% | +12.2% |
| YTD | +73.7% | +24.2% | +49.5% | +61.7% |
| 1Y | +41.5% | +116.5% | -75.0% | +21.4% |
| All | +41.5% | +119.5% | -78.0% | +21.4% |
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 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