+358.8%
CRL vs IAG
+336.8%
+22.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.5% | -1.7% |
| 7D | -1.7% | +16.8% | -18.6% | -2.8% |
| 30D | +14.6% | -1.5% | +16.1% | +14.6% |
| 3M | +24.8% | +0.5% | +24.3% | +24.6% |
| 6M | +94.7% | -1.0% | +95.6% | +94.0% |
| YTD | +73.4% | +12.3% | +61.0% | +70.7% |
| 1Y | +104.7% | +39.2% | +65.4% | +98.9% |
| 3Y | +101.1% | +712.3% | -611.2% | +68.7% |
| 5Y | -10.8% | +484.2% | -495.0% | -26.2% |
| 10Y | +358.8% | +382.3% | -23.5% | +279.7% |
| All | +358.8% | +336.8% | +22.0% | +279.7% |
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 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