+9,836.4%
CMI vs IAG
+368.9%
+9,467.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +1.9% | +4.3% | -2.4% | +1.3% |
| 30D | -12.5% | +9.8% | -22.3% | -13.6% |
| 3M | -16.2% | +28.9% | -45.1% | -19.1% |
| 6M | +4.9% | -7.6% | +12.4% | +5.0% |
| YTD | +11.1% | +22.0% | -10.8% | +7.2% |
| 1Y | +43.4% | +99.5% | -56.1% | +30.2% |
| 3Y | +154.1% | +818.3% | -664.2% | +86.4% |
| 5Y | +169.5% | +785.9% | -616.4% | +88.9% |
| 10Y | +503.8% | +381.1% | +122.7% | +307.1% |
| All | +9,836.4% | +368.9% | +9,467.5% | +5,437.2% |
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