+65.1%
CLBK vs IAG
+267.9%
-202.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | -1.4% | -4.1% | +2.7% | -1.3% |
| 30D | +4.5% | +10.6% | -6.1% | +4.4% |
| 3M | +22.8% | +35.4% | -12.6% | +22.2% |
| 6M | +43.4% | -9.5% | +53.0% | +43.4% |
| YTD | +64.1% | +21.8% | +42.3% | +63.2% |
| 1Y | +67.6% | +84.1% | -16.6% | +65.3% |
| 3Y | +53.3% | +817.4% | -764.1% | +45.4% |
| 5Y | +44.8% | +830.1% | -785.3% | +35.6% |
| All | +65.1% | +267.9% | -202.9% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling