+23.9%
CNH vs IAG
+102.4%
-78.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | +1.8% | +1.7% | +0.1% | +1.6% |
| 30D | +32.6% | +11.4% | +21.2% | +30.6% |
| 3M | +29.4% | +33.0% | -3.6% | +24.2% |
| 6M | +26.0% | -6.0% | +32.0% | +23.7% |
| YTD | +52.2% | +24.6% | +27.7% | +49.1% |
| 1Y | +23.9% | +105.0% | -81.1% | +20.9% |
| All | +23.9% | +102.4% | -78.5% | +20.9% |
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