+4,002.6%
CME vs IAG
+362.6%
+3,640.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.8% |
| 7D | -0.6% | +24.0% | -24.6% | -1.7% |
| 30D | +8.5% | +5.5% | +3.0% | +8.1% |
| 3M | +16.0% | +8.3% | +7.7% | +15.2% |
| 6M | +9.3% | +6.1% | +3.2% | +8.4% |
| YTD | +15.3% | +20.3% | -5.0% | +12.8% |
| 1Y | +14.4% | +56.5% | -42.1% | +10.2% |
| 3Y | +59.9% | +762.6% | -702.7% | +36.5% |
| 5Y | +69.4% | +546.3% | -476.8% | +43.8% |
| 10Y | +299.5% | +356.1% | -56.6% | +230.0% |
| All | +4,002.6% | +362.6% | +3,640.1% | +2,521.3% |
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