+31.6%
CHD vs IAG
+421.7%
-390.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.4% |
| 7D | +3.6% | -7.7% | +11.3% | +3.8% |
| 30D | +10.4% | +1.6% | +8.8% | +10.3% |
| 3M | +12.2% | -2.4% | +14.6% | +12.1% |
| 6M | +19.9% | -7.8% | +27.7% | +20.0% |
| YTD | +36.4% | +5.0% | +31.4% | +35.8% |
| 1Y | +35.1% | +25.7% | +9.4% | +33.9% |
| 3Y | +29.2% | +694.5% | -665.3% | +19.8% |
| All | +31.6% | +421.7% | -390.1% | +20.7% |
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