+1,339.5%
CRS vs IAG
+423.2%
+916.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -4.1% | -4.1% | -0.1% | -3.5% |
| 30D | -16.6% | +10.6% | -27.2% | -18.0% |
| 3M | -14.3% | +35.4% | -49.6% | -18.4% |
| 6M | +11.6% | -9.5% | +21.1% | +11.9% |
| YTD | +42.6% | +21.8% | +20.8% | +36.3% |
| 1Y | +81.8% | +84.1% | -2.3% | +63.3% |
| 3Y | +632.1% | +817.4% | -185.3% | +408.6% |
| 5Y | +1,401.6% | +830.1% | +571.6% | +891.0% |
| All | +1,339.5% | +423.2% | +916.3% | +877.8% |
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