+280.6%
CME vs IAG
+401.0%
-120.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.6% | +1.7% | -2.3% | -0.7% |
| 30D | +4.7% | +11.4% | -6.8% | +4.3% |
| 3M | +7.8% | +33.0% | -25.2% | +6.8% |
| 6M | -11.0% | -6.0% | -5.0% | -11.0% |
| YTD | +4.0% | +24.6% | -20.5% | +2.9% |
| 1Y | +9.1% | +105.0% | -95.9% | +6.0% |
| 3Y | +52.3% | +837.9% | -785.6% | +39.2% |
| 5Y | +76.1% | +817.0% | -740.9% | +58.9% |
| 10Y | +280.6% | +425.3% | -144.7% | +241.1% |
| All | +280.6% | +401.0% | -120.4% | +241.1% |
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