+2,365.6%
CI vs IAG
+362.6%
+2,003.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | +0.4% |
| 7D | +0.1% | +24.0% | -23.9% | -0.9% |
| 30D | +4.7% | +5.5% | -0.9% | +4.3% |
| 3M | +5.2% | +8.3% | -3.1% | +4.6% |
| 6M | +3.8% | +6.1% | -2.3% | +3.0% |
| YTD | +9.2% | +20.3% | -11.1% | +7.4% |
| 1Y | +14.3% | +56.5% | -42.2% | +10.9% |
| 3Y | +8.4% | +762.6% | -754.2% | -5.2% |
| 5Y | +50.0% | +546.3% | -496.2% | +30.4% |
| 10Y | +142.2% | +356.1% | -213.9% | +105.2% |
| All | +2,365.6% | +362.6% | +2,003.1% | +1,930.7% |
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