+604.8%
CRS vs IAG
+804.5%
-199.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | -6.8% | -1.1% | -5.7% | -6.6% |
| 30D | -16.1% | +12.1% | -28.2% | -17.8% |
| 3M | -21.2% | +25.5% | -46.7% | -24.5% |
| 6M | +8.7% | -7.1% | +15.8% | +8.1% |
| YTD | +41.0% | +22.9% | +18.1% | +34.4% |
| 1Y | +82.7% | +83.3% | -0.7% | +64.3% |
| 3Y | +604.8% | +808.5% | -203.7% | +428.4% |
| All | +604.8% | +804.5% | -199.7% | +428.4% |
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