-6.9%
CHYM vs IAG
+176.4%
-183.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.8% | +6.5% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | +12.0% | +11.4% | +0.5% | +9.6% |
| 3M | +102.4% | +33.0% | +69.4% | +89.7% |
| 6M | +52.7% | -6.0% | +58.7% | +51.5% |
| YTD | +37.3% | +24.6% | +12.7% | +26.6% |
| 1Y | +42.2% | +105.0% | -62.8% | +13.5% |
| All | -6.9% | +176.4% | -183.3% | -32.4% |
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