+1,130.5%
CGNX vs IAG
+368.4%
+762.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +1.5% | -4.1% | +5.5% | +1.8% |
| 30D | -1.8% | +10.6% | -12.4% | -2.7% |
| 3M | +5.3% | +35.4% | -30.1% | +2.4% |
| 6M | +22.3% | -9.5% | +31.8% | +22.6% |
| YTD | +72.2% | +21.8% | +50.4% | +67.3% |
| 1Y | +39.8% | +84.1% | -44.3% | +30.9% |
| 3Y | +44.8% | +817.4% | -772.5% | +15.8% |
| 5Y | -27.0% | +830.1% | -857.1% | -43.4% |
| 10Y | +177.7% | +413.8% | -236.1% | +112.8% |
| All | +1,130.5% | +368.4% | +762.1% | +789.2% |
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