+141.3%
ED vs IAG
+336.8%
-195.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.4% | +1.0% |
| 7D | +2.1% | +16.8% | -14.7% | +1.5% |
| 30D | +12.4% | -1.5% | +13.9% | +12.4% |
| 3M | +13.1% | +0.5% | +12.6% | +12.9% |
| 6M | +14.1% | -1.0% | +15.0% | +13.7% |
| YTD | +23.1% | +12.3% | +10.7% | +21.5% |
| 1Y | +25.4% | +39.2% | -13.8% | +22.5% |
| 3Y | +47.9% | +712.3% | -664.4% | +30.8% |
| 5Y | +81.9% | +484.2% | -402.4% | +59.3% |
| 10Y | +141.3% | +382.3% | -241.0% | +103.7% |
| All | +141.3% | +336.8% | -195.5% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling