+0.4%
CMS vs IAG
+56.5%
-56.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.2% | -8.8% | +1.3% |
| 7D | +4.1% | +1.1% | +3.0% | +4.0% |
| 30D | +10.9% | -5.3% | +16.1% | +10.9% |
| 3M | -0.2% | +18.0% | -18.3% | -0.5% |
| 6M | -4.7% | +7.1% | -11.8% | -4.8% |
| YTD | +3.9% | +5.9% | -2.1% | +3.7% |
| 1Y | +0.4% | +59.4% | -59.0% | -4.1% |
| All | +0.4% | +56.5% | -56.2% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling