+7.8%
CNH vs IAG
+797.8%
-790.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.7% | -5.4% |
| 7D | +8.8% | +4.3% | +4.5% | +8.4% |
| 30D | +24.7% | +9.8% | +14.9% | +23.5% |
| 3M | +27.3% | +28.9% | -1.6% | +23.9% |
| 6M | +23.2% | -7.6% | +30.7% | +22.6% |
| YTD | +48.9% | +22.0% | +27.0% | +45.3% |
| 1Y | +19.4% | +99.5% | -80.1% | +12.3% |
| 3Y | +7.8% | +818.3% | -810.5% | -21.7% |
| All | +7.8% | +797.8% | -790.0% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling