-7.3%
CMG vs IAG
+796.9%
-804.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -3.8% | -4.1% | +0.2% | -3.6% |
| 30D | +12.9% | +10.6% | +2.3% | +12.1% |
| 3M | +18.8% | +35.4% | -16.6% | +16.3% |
| 6M | +4.1% | -9.5% | +13.6% | +4.0% |
| YTD | -2.4% | +21.8% | -24.2% | -4.6% |
| 1Y | -6.7% | +84.1% | -90.8% | -11.4% |
| All | -7.3% | +796.9% | -804.2% | -18.1% |
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