+150.3%
CI vs IAG
+336.8%
-186.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.7% | +9.2% | +2.6% |
| 7D | +2.6% | +16.8% | -14.2% | +2.4% |
| 30D | +7.3% | -1.5% | +8.8% | +7.3% |
| 3M | +9.5% | +0.5% | +9.0% | +9.4% |
| 6M | +6.4% | -1.0% | +7.4% | +6.3% |
| YTD | +12.0% | +12.3% | -0.3% | +11.7% |
| 1Y | +20.1% | +39.2% | -19.2% | +19.5% |
| 3Y | +9.6% | +712.3% | -702.7% | +6.0% |
| 5Y | +52.7% | +484.2% | -431.5% | +46.7% |
| 10Y | +150.3% | +382.3% | -232.0% | +138.8% |
| All | +150.3% | +336.8% | -186.5% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling