+352.5%
EAT vs IAG
+475.2%
-122.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.5% | -3.1% |
| 7D | -5.9% | +16.8% | -22.8% | -8.1% |
| 30D | +0.7% | -1.5% | +2.1% | +0.6% |
| 3M | -14.2% | +0.5% | -14.7% | -14.7% |
| 6M | +40.7% | -1.0% | +41.7% | +39.0% |
| YTD | +36.0% | +12.3% | +23.7% | +30.0% |
| 1Y | +83.1% | +39.2% | +43.8% | +69.1% |
| 3Y | +474.8% | +712.3% | -237.5% | +282.3% |
| All | +352.5% | +475.2% | -122.7% | +190.7% |
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