+53.5%
CME vs IAG
+797.8%
-744.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -2.9% | +4.3% | -7.1% | -2.9% |
| 30D | +5.5% | +9.8% | -4.2% | +5.5% |
| 3M | +11.0% | +28.9% | -17.9% | +10.8% |
| 6M | -9.7% | -7.6% | -2.1% | -9.4% |
| YTD | +4.9% | +22.0% | -17.1% | +4.6% |
| 1Y | +10.1% | +99.5% | -89.4% | +8.7% |
| 3Y | +53.5% | +818.3% | -764.8% | +49.6% |
| All | +53.5% | +797.8% | -744.3% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling