+136.2%
CMS vs IAG
+384.2%
-248.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.6% | -0.3% |
| 7D | -1.3% | -2.1% | +0.8% | -1.2% |
| 30D | +5.3% | -6.2% | +11.4% | +5.5% |
| 3M | -0.3% | -5.1% | +4.8% | -0.3% |
| 6M | -4.0% | -10.0% | +5.9% | -4.0% |
| YTD | +2.1% | +3.9% | -1.8% | +0.6% |
| 1Y | -4.7% | +18.9% | -23.6% | -7.0% |
| 3Y | +36.8% | +651.8% | -614.9% | +15.2% |
| 5Y | +34.9% | +416.3% | -381.4% | +12.9% |
| All | +136.2% | +384.2% | -248.0% | +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