-60.8%
CLSK vs IAG
+412.9%
-473.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | +7.7% | -1.1% | +8.8% | +8.0% |
| 30D | +12.2% | +12.1% | +0.1% | +8.6% |
| 3M | -15.5% | +25.5% | -41.0% | -21.4% |
| 6M | +39.3% | -7.1% | +46.5% | +40.6% |
| YTD | +35.1% | +22.9% | +12.2% | +25.4% |
| 1Y | +34.0% | +83.3% | -49.3% | +10.8% |
| 3Y | +226.3% | +808.5% | -582.3% | +55.1% |
| 5Y | +6.4% | +838.0% | -831.6% | -53.8% |
| All | -60.8% | +412.9% | -473.7% | -83.3% |
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