+1.4%
CI vs IAG
+621.5%
-620.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | -2.6% |
| 7D | -1.6% | +21.4% | -23.0% | -1.5% |
| 30D | +5.4% | +4.0% | +1.4% | +5.4% |
| 3M | +7.3% | +17.0% | -9.8% | +7.3% |
| 6M | +5.3% | +1.4% | +3.9% | +5.3% |
| YTD | +8.5% | +13.8% | -5.3% | +9.0% |
| 1Y | +17.1% | +55.8% | -38.7% | +18.5% |
| 3Y | +1.4% | +647.4% | -646.0% | +5.3% |
| All | +1.4% | +621.5% | -620.1% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling