+16.8%
CTVA vs IAG
+84.7%
-67.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -4.7% | -4.1% | -0.6% | -4.5% |
| 30D | +11.1% | +10.6% | +0.5% | +10.5% |
| 3M | +13.7% | +35.4% | -21.7% | +11.8% |
| 6M | +11.2% | -9.5% | +20.8% | +11.9% |
| YTD | +26.9% | +21.8% | +5.1% | +26.0% |
| All | +16.8% | +84.7% | -67.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling