+115.8%
CMS vs IAG
+371.0%
-255.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +1.2% | +4.3% | -3.0% | +1.0% |
| 30D | -3.2% | +9.8% | -12.9% | -3.8% |
| 3M | -2.2% | +28.9% | -31.1% | -4.1% |
| 6M | -9.4% | -7.6% | -1.8% | -9.5% |
| YTD | +0.7% | +22.0% | -21.3% | -1.6% |
| 1Y | +0.4% | +99.5% | -99.2% | -5.5% |
| 3Y | +35.2% | +818.3% | -783.1% | +12.0% |
| 5Y | +24.1% | +785.9% | -761.8% | +0.3% |
| 10Y | +115.8% | +381.1% | -265.3% | +68.9% |
| All | +115.8% | +371.0% | -255.2% | +68.9% |
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