+1,708.2%
CMS vs IAG
+377.5%
+1,330.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -3.6% | +28.9% | -32.5% | -5.3% |
| 3M | -1.9% | +19.1% | -21.1% | -3.4% |
| 6M | -11.0% | -10.3% | -0.7% | -10.9% |
| YTD | +0.2% | +24.2% | -24.0% | -2.3% |
| 1Y | -1.3% | +116.5% | -117.8% | -7.6% |
| 3Y | +35.9% | +742.8% | -706.9% | +13.6% |
| 5Y | +23.1% | +753.3% | -730.2% | +0.3% |
| 10Y | +117.9% | +403.2% | -285.3% | +74.7% |
| All | +1,708.2% | +377.5% | +1,330.7% | +1,144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling