+3,584.4%
COST vs IAG
+368.9%
+3,215.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -3.2% | +4.3% | -7.4% | -3.3% |
| 30D | -4.0% | +9.8% | -13.7% | -4.3% |
| 3M | -6.5% | +28.9% | -35.4% | -7.4% |
| 6M | -8.5% | -7.6% | -0.9% | -8.6% |
| YTD | +6.0% | +22.0% | -15.9% | +4.7% |
| 1Y | -5.8% | +99.5% | -105.3% | -8.9% |
| 3Y | +71.8% | +818.3% | -746.4% | +55.6% |
| 5Y | +106.2% | +785.9% | -679.7% | +84.4% |
| 10Y | +602.0% | +381.1% | +220.9% | +525.8% |
| All | +3,584.4% | +368.9% | +3,215.6% | +2,614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling