+282.5%
CHTR vs IAG
+35.0%
+247.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.1% | -10.3% | -8.2% |
| 7D | -15.8% | +1.7% | -17.5% | -15.8% |
| 30D | -12.7% | +11.4% | -24.1% | -12.9% |
| 3M | -1.1% | +33.0% | -34.1% | -2.0% |
| 6M | -39.9% | -6.0% | -33.9% | -40.0% |
| YTD | -35.9% | +24.6% | -60.4% | -36.6% |
| 1Y | -49.2% | +105.0% | -154.1% | -50.6% |
| 3Y | -68.3% | +837.9% | -906.2% | -70.8% |
| 5Y | -83.0% | +817.0% | -899.9% | -84.5% |
| 10Y | -49.3% | +425.3% | -474.6% | -53.7% |
| All | +282.5% | +35.0% | +247.6% | +284.5% |
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