+104.5%
ED vs IAG
+427.6%
-323.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -0.4% | +12.1% | -12.5% | -0.9% |
| 3M | +0.5% | +25.5% | -25.1% | -0.7% |
| 6M | -3.1% | -7.1% | +4.0% | -3.2% |
| YTD | +9.8% | +22.9% | -13.0% | +8.1% |
| 1Y | +12.6% | +83.3% | -70.8% | +8.4% |
| 3Y | +31.4% | +808.5% | -777.1% | +15.1% |
| 5Y | +69.4% | +838.0% | -768.5% | +45.4% |
| All | +104.5% | +427.6% | -323.2% | +72.5% |
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