+2,612.8%
CP vs IAG
+321.3%
+2,291.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -0.7% | +3.4% | -4.1% | -1.1% |
| 30D | +9.6% | -2.7% | +12.3% | +9.7% |
| 3M | +2.2% | -0.5% | +2.7% | +1.9% |
| 6M | +11.1% | -4.8% | +15.9% | +10.7% |
| YTD | +28.2% | +9.6% | +18.6% | +24.8% |
| 1Y | +32.2% | +32.2% | 0.0% | +26.1% |
| 3Y | +35.5% | +692.5% | -657.0% | +4.6% |
| 5Y | +26.8% | +447.6% | -420.8% | -2.2% |
| 10Y | +256.9% | +403.3% | -146.4% | +155.5% |
| All | +2,612.8% | +321.3% | +2,291.5% | +1,383.7% |
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