+11.8%
CRM vs IAG
+804.5%
-792.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | -4.4% | -1.1% | -3.4% | -4.4% |
| 30D | +28.1% | +12.1% | +16.0% | +27.7% |
| 3M | +48.8% | +25.5% | +23.3% | +47.9% |
| 6M | +28.3% | -7.1% | +35.4% | +28.9% |
| YTD | -6.0% | +22.9% | -28.9% | -7.3% |
| 1Y | +1.4% | +83.3% | -81.9% | -2.4% |
| 3Y | +11.8% | +808.5% | -796.7% | -2.9% |
| All | +11.8% | +804.5% | -792.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling