+105.2%
CTVA vs IAG
+796.9%
-691.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -4.7% | -4.1% | -0.6% | -4.3% |
| 30D | +11.1% | +10.6% | +0.5% | +10.0% |
| 3M | +13.7% | +35.4% | -21.7% | +10.2% |
| 6M | +11.2% | -9.5% | +20.8% | +11.3% |
| YTD | +26.9% | +21.8% | +5.1% | +22.9% |
| 1Y | +18.8% | +84.1% | -65.3% | +10.0% |
| 3Y | +75.9% | +817.4% | -741.4% | +34.2% |
| 5Y | +105.2% | +830.1% | -724.9% | +56.0% |
| All | +105.2% | +796.9% | -691.7% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling