+55.6%
CSGP vs IAG
+384.2%
-328.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.6% | -0.4% |
| 7D | -6.1% | -2.1% | -4.0% | -6.0% |
| 30D | +0.3% | -6.2% | +6.5% | +0.4% |
| 3M | -1.3% | -5.1% | +3.8% | -1.3% |
| 6M | -8.9% | -10.0% | +1.1% | -8.9% |
| YTD | -55.2% | +3.9% | -59.2% | -55.7% |
| 1Y | -56.4% | +18.9% | -75.3% | -57.1% |
| 3Y | -62.2% | +651.8% | -714.0% | -66.6% |
| 5Y | -63.7% | +416.3% | -479.9% | -68.4% |
| All | +55.6% | +384.2% | -328.6% | +38.1% |
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