+178.7%
IAG vs CAI
-9.9%
+188.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -1.1% | -2.9% | +1.8% | -0.4% |
| 30D | +12.1% | +9.3% | +2.8% | +10.0% |
| 3M | +25.5% | +35.2% | -9.7% | +18.0% |
| 6M | -7.1% | +30.7% | -37.8% | -13.4% |
| YTD | +22.9% | -9.8% | +32.6% | +18.5% |
| 1Y | +83.3% | -28.9% | +112.2% | +77.0% |
| All | +178.7% | -9.9% | +188.5% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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