+182.5%
IAG vs CAI
-11.0%
+193.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.8% |
| 7D | +1.7% | -3.1% | +4.8% | +2.4% |
| 30D | +11.4% | +2.7% | +8.8% | +10.7% |
| 3M | +33.0% | +41.7% | -8.7% | +24.2% |
| 6M | -6.0% | +26.5% | -32.5% | -11.8% |
| YTD | +24.6% | -10.9% | +35.5% | +20.5% |
| 1Y | +105.0% | -29.2% | +134.2% | +98.5% |
| All | +182.5% | -11.0% | +193.5% | +173.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling