+2,566.5%
CP vs IAG
+337.4%
+2,229.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.2% | -8.9% | -2.4% |
| 7D | +2.8% | +21.4% | -18.6% | +0.8% |
| 30D | +10.2% | +4.0% | +6.2% | +9.6% |
| 3M | +2.4% | +17.0% | -14.7% | +0.4% |
| 6M | +7.7% | +1.4% | +6.3% | +6.6% |
| YTD | +26.0% | +13.8% | +12.2% | +22.2% |
| 1Y | +34.6% | +55.8% | -21.2% | +26.4% |
| 3Y | +26.7% | +647.4% | -620.7% | -1.6% |
| 5Y | +24.9% | +519.1% | -494.2% | -4.9% |
| 10Y | +258.6% | +345.6% | -87.0% | +160.3% |
| All | +2,566.5% | +337.4% | +2,229.1% | +1,353.6% |
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