+3,672.0%
CME vs IAG
+377.5%
+3,294.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | +6.2% | +28.9% | -22.7% | +4.6% |
| 3M | +10.4% | +19.1% | -8.7% | +9.0% |
| 6M | -9.5% | -10.3% | +0.7% | -9.5% |
| YTD | +6.0% | +24.2% | -18.2% | +3.8% |
| 1Y | +9.3% | +116.5% | -107.2% | +3.2% |
| 3Y | +57.7% | +742.8% | -685.1% | +34.8% |
| 5Y | +77.7% | +753.3% | -675.6% | +48.3% |
| 10Y | +281.2% | +403.2% | -122.0% | +212.3% |
| All | +3,672.0% | +377.5% | +3,294.5% | +2,310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling