+1,929.4%
CLS vs IAG
+370.6%
+1,558.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.4% | +10.9% | +8.9% |
| 7D | +2.8% | +3.4% | -0.7% | +2.1% |
| 30D | -30.1% | -2.7% | -27.4% | -29.9% |
| 3M | -21.7% | -0.5% | -21.2% | -21.9% |
| 6M | -36.2% | -4.8% | -31.4% | -36.2% |
| YTD | -17.8% | +9.6% | -27.4% | -19.9% |
| 1Y | -26.8% | +32.2% | -59.0% | -30.4% |
| 3Y | +853.4% | +692.5% | +160.8% | +606.7% |
| 5Y | +2,005.0% | +447.6% | +1,557.5% | +1,438.4% |
| 10Y | +1,929.4% | +403.3% | +1,526.1% | +1,336.3% |
| All | +1,929.4% | +370.6% | +1,558.8% | +1,336.3% |
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 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