-81.6%
CHTR vs IAG
+820.9%
-902.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.7% |
| 7D | -4.1% | -1.1% | -3.0% | -4.1% |
| 30D | -3.0% | +12.1% | -15.1% | -3.5% |
| 3M | +4.8% | +25.5% | -20.8% | +3.5% |
| 6M | -35.0% | -7.1% | -27.9% | -35.0% |
| YTD | -30.2% | +22.9% | -53.0% | -31.5% |
| 1Y | -44.8% | +83.3% | -128.1% | -47.4% |
| 3Y | -66.6% | +808.5% | -875.1% | -72.1% |
| All | -81.6% | +820.9% | -902.5% | -85.2% |
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 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