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  • CLS vs IAG✓SelectedUSD · IAGCLS vs IAG performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs IAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,665.7%
IAG return
+377.5%
Excess return
+1,288.2%
Maximum drawdown
-87.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIAGExcessAlpha
1D+0.8%-2.2%+3.0%+1.1%
7D+4.6%-0.5%+5.1%+4.6%
30D-13.9%+28.9%-42.8%-17.2%
3M-26.6%+19.1%-45.7%-28.6%
6M+15.4%-10.3%+25.7%+16.4%
YTD+5.7%+24.2%-18.5%+1.6%
1Y+41.1%+116.5%-75.4%+26.0%
3Y+1,228.6%+742.8%+485.8%+868.1%
5Y+3,240.6%+753.3%+2,487.3%+2,223.5%
10Y+2,760.3%+403.2%+2,357.2%+1,846.9%
All+1,665.7%+377.5%+1,288.2%+895.6%

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