+431.4%
CL vs IAG
+377.5%
+53.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | +4.9% | +19.1% | -14.2% | +4.1% |
| 6M | -5.7% | -10.3% | +4.5% | -5.7% |
| YTD | +14.4% | +24.2% | -9.8% | +13.0% |
| 1Y | +8.7% | +116.5% | -107.7% | +5.2% |
| 3Y | +30.0% | +742.8% | -712.8% | +18.8% |
| 5Y | +28.4% | +753.3% | -725.0% | +15.7% |
| 10Y | +50.1% | +403.2% | -353.1% | +34.4% |
| All | +431.4% | +377.5% | +53.9% | +338.9% |
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