+42.5%
CI vs IAG
+764.1%
-721.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +4.4% | +28.9% | -24.4% | +4.0% |
| 3M | +0.7% | +19.1% | -18.5% | +0.3% |
| 6M | +0.3% | -10.3% | +10.6% | +0.3% |
| YTD | +3.8% | +24.2% | -20.4% | +3.4% |
| 1Y | -5.5% | +116.5% | -122.0% | -6.6% |
| 3Y | +8.1% | +742.8% | -734.7% | +2.9% |
| All | +42.5% | +764.1% | -721.6% | +28.6% |
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