+34.7%
CMS vs IAG
+515.1%
-480.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.3% | -2.6% |
| 7D | -1.3% | +21.4% | -22.7% | -2.5% |
| 30D | +6.3% | +4.0% | +2.3% | +5.9% |
| 3M | -2.1% | +17.0% | -19.1% | -3.4% |
| 6M | -5.1% | +1.4% | -6.5% | -5.7% |
| YTD | +1.3% | +13.8% | -12.5% | -1.0% |
| 1Y | -1.4% | +55.8% | -57.2% | -6.0% |
| 3Y | +36.9% | +647.4% | -610.5% | +10.5% |
| All | +34.7% | +515.1% | -480.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling