+160.7%
CNH vs IAG
+401.0%
-240.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.0% |
| 7D | +1.8% | +1.7% | +0.1% | +1.7% |
| 30D | +32.6% | +11.4% | +21.2% | +31.4% |
| 3M | +29.4% | +33.0% | -3.6% | +26.0% |
| 6M | +26.0% | -6.0% | +32.0% | +25.8% |
| YTD | +52.2% | +24.6% | +27.7% | +48.2% |
| 1Y | +23.9% | +105.0% | -81.1% | +15.7% |
| 3Y | +10.1% | +837.9% | -827.8% | -11.6% |
| 5Y | +13.2% | +817.0% | -803.8% | -11.8% |
| 10Y | +160.7% | +425.3% | -264.7% | +102.8% |
| All | +160.7% | +401.0% | -240.3% | +102.8% |
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