+350.3%
CRL vs IAG
+389.3%
-39.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +0.1% | -7.7% | +7.8% | +0.7% |
| 30D | +11.9% | +1.6% | +10.3% | +11.7% |
| 3M | +20.2% | -2.4% | +22.6% | +20.2% |
| 6M | +107.5% | -7.8% | +115.4% | +107.7% |
| YTD | +69.4% | +5.0% | +64.4% | +67.6% |
| 1Y | +99.7% | +25.7% | +74.0% | +95.4% |
| 3Y | +98.8% | +694.5% | -595.7% | +67.1% |
| 5Y | -12.4% | +421.7% | -434.1% | -27.1% |
| All | +350.3% | +389.3% | -39.0% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling