+2,243.5%
CI vs IAG
+377.5%
+1,866.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +4.4% | +28.9% | -24.4% | +3.1% |
| 3M | +0.7% | +19.1% | -18.5% | -0.4% |
| 6M | +0.3% | -10.3% | +10.6% | +0.4% |
| YTD | +3.8% | +24.2% | -20.4% | +2.0% |
| 1Y | -5.5% | +116.5% | -122.0% | -9.8% |
| 3Y | +8.1% | +742.8% | -734.7% | -5.3% |
| 5Y | +42.8% | +753.3% | -710.5% | +22.3% |
| 10Y | +143.9% | +403.2% | -259.3% | +104.9% |
| All | +2,243.5% | +377.5% | +1,866.0% | +1,829.9% |
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