+3,994.3%
CMG vs IAG
+143.4%
+3,850.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.6% |
| 7D | -6.5% | +1.7% | -8.1% | -6.6% |
| 30D | +12.1% | +11.4% | +0.7% | +11.4% |
| 3M | +20.6% | +33.0% | -12.4% | +18.6% |
| 6M | +2.1% | -6.0% | +8.1% | +1.9% |
| YTD | -2.6% | +24.6% | -27.2% | -4.5% |
| 1Y | -8.7% | +105.0% | -113.7% | -12.9% |
| 3Y | -7.4% | +837.9% | -845.3% | -19.5% |
| 5Y | -5.7% | +817.0% | -822.6% | -19.3% |
| 10Y | +322.3% | +425.3% | -103.0% | +258.9% |
| All | +3,994.3% | +143.4% | +3,850.9% | +3,052.4% |
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