-24.5%
CGNX vs IAG
+820.9%
-845.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.0% |
| 7D | +3.2% | -1.1% | +4.2% | +3.3% |
| 30D | +6.0% | +12.1% | -6.1% | +4.6% |
| 3M | +3.5% | +25.5% | -22.0% | +0.8% |
| 6M | +26.3% | -7.1% | +33.4% | +25.8% |
| YTD | +79.2% | +22.9% | +56.4% | +72.0% |
| 1Y | +43.8% | +83.3% | -39.6% | +31.6% |
| 3Y | +52.0% | +808.5% | -756.6% | +11.0% |
| All | -24.5% | +820.9% | -845.4% | -47.0% |
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