+104.7%
COST vs IAG
+796.9%
-692.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -2.5% | -4.1% | +1.6% | -2.3% |
| 30D | -4.4% | +10.6% | -15.1% | -4.9% |
| 3M | -8.1% | +35.4% | -43.5% | -9.4% |
| 6M | -9.2% | -9.5% | +0.3% | -9.0% |
| YTD | +5.1% | +21.8% | -16.7% | +3.3% |
| 1Y | -5.1% | +84.1% | -89.2% | -9.2% |
| 3Y | +70.4% | +817.4% | -747.0% | +45.2% |
| 5Y | +104.7% | +830.1% | -725.4% | +75.3% |
| All | +104.7% | +796.9% | -692.2% | +75.3% |
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