+131.1%
CMS vs IAG
+303.4%
-172.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.2% | -8.5% | -1.7% |
| 7D | -0.5% | +21.4% | -21.9% | -1.7% |
| 30D | +7.2% | +4.0% | +3.1% | +6.8% |
| 3M | -1.3% | +17.0% | -18.3% | -2.5% |
| 6M | -4.3% | +1.4% | -5.7% | -4.9% |
| YTD | +2.1% | +13.8% | -11.7% | +0.1% |
| 1Y | -0.6% | +55.8% | -56.4% | -4.7% |
| 3Y | +38.0% | +647.4% | -609.4% | +16.4% |
| 5Y | +33.6% | +519.1% | -485.5% | +10.7% |
| All | +131.1% | +303.4% | -172.3% | +86.4% |
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