+77.2%
CME vs IAG
+766.8%
-689.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -2.9% | +4.3% | -7.1% | -3.0% |
| 30D | +5.5% | +9.8% | -4.2% | +5.2% |
| 3M | +11.0% | +28.9% | -17.9% | +10.1% |
| 6M | -9.7% | -7.6% | -2.1% | -9.6% |
| YTD | +4.9% | +22.0% | -17.1% | +3.9% |
| 1Y | +10.1% | +99.5% | -89.4% | +7.0% |
| 3Y | +53.5% | +818.3% | -764.8% | +39.4% |
| 5Y | +77.2% | +785.9% | -708.7% | +60.0% |
| All | +77.2% | +766.8% | -689.6% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling