+9.5%
CNC vs IAG
+796.9%
-787.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | -3.9% | -4.1% | +0.2% | -3.7% |
| 30D | +0.8% | +10.6% | -9.8% | +0.5% |
| 3M | +0.1% | +35.4% | -35.3% | -0.9% |
| 6M | +79.7% | -9.5% | +89.2% | +79.7% |
| YTD | +58.9% | +21.8% | +37.1% | +57.4% |
| 1Y | +109.1% | +84.1% | +25.0% | +104.7% |
| 3Y | 0.0% | +817.4% | -817.4% | -8.9% |
| 5Y | +9.5% | +830.1% | -820.6% | -6.7% |
| All | +9.5% | +796.9% | -787.4% | -6.7% |
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