+503.2%
CMI vs IAG
+427.6%
+75.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -12.4% | +12.1% | -24.5% | -13.1% |
| 3M | -14.8% | +25.5% | -40.3% | -16.3% |
| 6M | +0.8% | -7.1% | +7.9% | +0.6% |
| YTD | +10.2% | +22.9% | -12.7% | +8.2% |
| 1Y | +37.4% | +83.3% | -45.9% | +32.3% |
| 3Y | +153.3% | +808.5% | -655.2% | +125.2% |
| 5Y | +167.6% | +838.0% | -670.4% | +132.5% |
| All | +503.2% | +427.6% | +75.6% | +426.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling