+30.0%
CL vs IAG
+764.1%
-734.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.2% | -0.5% | -1.6% | -2.2% |
| 30D | -4.8% | +28.9% | -33.7% | -5.5% |
| 3M | +4.9% | +19.1% | -14.2% | +4.3% |
| 6M | -5.7% | -10.3% | +4.5% | -5.6% |
| YTD | +14.4% | +24.2% | -9.8% | +13.3% |
| 1Y | +8.7% | +116.5% | -107.7% | +5.6% |
| 3Y | +30.0% | +742.8% | -712.8% | +18.4% |
| All | +30.0% | +764.1% | -734.1% | +16.3% |
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 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