+481.3%
CL vs IAG
+337.4%
+144.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.2% | -9.4% | -2.4% |
| 7D | +1.3% | +21.4% | -20.1% | +0.7% |
| 30D | +11.4% | +4.0% | +7.3% | +11.1% |
| 3M | +4.4% | +17.0% | -12.6% | +3.7% |
| 6M | +10.8% | +1.4% | +9.4% | +10.4% |
| YTD | +25.1% | +13.8% | +11.4% | +23.9% |
| 1Y | +28.0% | +55.8% | -27.9% | +25.3% |
| 3Y | +37.6% | +647.4% | -609.8% | +26.2% |
| 5Y | +39.7% | +519.1% | -479.4% | +27.3% |
| 10Y | +75.8% | +345.6% | -269.8% | +58.0% |
| All | +481.3% | +337.4% | +144.0% | +381.1% |
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