+134.0%
CNC vs IAG
+119.5%
+14.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | +3.5% | -0.5% | +4.1% | +3.5% |
| 30D | +0.1% | +28.9% | -28.8% | -0.9% |
| 3M | +6.9% | +19.1% | -12.2% | +5.9% |
| 6M | +49.0% | -10.3% | +59.3% | +50.1% |
| YTD | +62.9% | +24.2% | +38.7% | +61.8% |
| 1Y | +134.0% | +116.5% | +17.5% | +139.2% |
| All | +134.0% | +119.5% | +14.5% | +139.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling