+59.9%
CME vs IAG
+755.2%
-695.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.4% |
| 7D | -0.6% | +24.0% | -24.6% | -0.5% |
| 30D | +8.5% | +5.5% | +3.0% | +8.6% |
| 3M | +16.0% | +8.3% | +7.7% | +16.0% |
| 6M | +9.3% | +6.1% | +3.2% | +9.5% |
| YTD | +15.3% | +20.3% | -5.0% | +15.0% |
| 1Y | +14.4% | +56.5% | -42.1% | +13.6% |
| 3Y | +59.9% | +762.6% | -702.7% | +55.5% |
| All | +59.9% | +755.2% | -695.3% | +55.5% |
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