+231.7%
CTVA vs IAG
+722.5%
-490.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +4.9% | -0.5% | +5.5% | +4.9% |
| 30D | +11.9% | +28.9% | -17.0% | +9.6% |
| 3M | +13.7% | +19.1% | -5.5% | +11.7% |
| 6M | +13.1% | -10.3% | +23.4% | +13.3% |
| YTD | +32.0% | +24.2% | +7.8% | +28.4% |
| 1Y | +22.1% | +116.5% | -94.4% | +13.3% |
| 3Y | +77.5% | +742.8% | -665.3% | +45.2% |
| 5Y | +106.3% | +753.3% | -647.1% | +63.9% |
| All | +231.7% | +722.5% | -490.8% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling