+905.3%
CRH vs IAG
+368.4%
+536.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.7% |
| 7D | -4.8% | -4.1% | -0.7% | -4.4% |
| 30D | -13.1% | +10.6% | -23.7% | -14.1% |
| 3M | -12.0% | +35.4% | -47.3% | -14.9% |
| 6M | -16.9% | -9.5% | -7.3% | -16.6% |
| YTD | -29.0% | +21.8% | -50.8% | -31.2% |
| 1Y | -20.3% | +84.1% | -104.5% | -26.2% |
| 3Y | +69.2% | +817.4% | -748.1% | +29.7% |
| 5Y | +94.6% | +830.1% | -735.5% | +43.5% |
| 10Y | +250.3% | +413.8% | -163.5% | +153.9% |
| All | +905.3% | +368.4% | +536.9% | +475.3% |
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 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