+60.3%
CLBK vs IAG
+217.2%
-156.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +0.9% | -7.7% | +8.6% | +1.0% |
| 30D | +3.4% | +1.6% | +1.8% | +3.3% |
| 3M | -4.3% | -2.4% | -1.9% | -4.3% |
| 6M | +28.4% | -7.8% | +36.2% | +28.4% |
| YTD | +59.4% | +5.0% | +54.4% | +58.8% |
| 1Y | +64.8% | +25.7% | +39.1% | +63.7% |
| 3Y | +50.6% | +694.5% | -643.9% | +43.1% |
| 5Y | +28.3% | +421.7% | -393.4% | +22.7% |
| All | +60.3% | +217.2% | -156.9% | +44.8% |
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