+2,215.9%
CHD vs IAG
+377.5%
+1,838.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -2.7% | -0.5% | -2.1% | -2.7% |
| 30D | -4.6% | +28.9% | -33.5% | -5.5% |
| 3M | +5.0% | +19.1% | -14.1% | +4.2% |
| 6M | -3.2% | -10.3% | +7.0% | -3.2% |
| YTD | +18.6% | +24.2% | -5.6% | +17.2% |
| 1Y | +4.8% | +116.5% | -111.7% | +1.3% |
| 3Y | +6.1% | +742.8% | -736.7% | -3.5% |
| 5Y | +24.0% | +753.3% | -729.4% | +11.0% |
| 10Y | +124.5% | +403.2% | -278.7% | +99.5% |
| All | +2,215.9% | +377.5% | +1,838.4% | +1,666.8% |
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