+142.7%
ED vs IAG
+410.5%
-267.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | 0.0% |
| 7D | -0.9% | +3.4% | -4.4% | -1.1% |
| 30D | +11.2% | -2.7% | +13.9% | +11.2% |
| 3M | +11.8% | -0.5% | +12.3% | +11.6% |
| 6M | +14.1% | -4.8% | +18.9% | +13.9% |
| YTD | +23.0% | +9.6% | +13.4% | +21.5% |
| 1Y | +23.7% | +32.2% | -8.5% | +21.0% |
| 3Y | +47.7% | +692.5% | -644.8% | +30.8% |
| 5Y | +82.6% | +447.6% | -365.0% | +60.3% |
| All | +142.7% | +410.5% | -267.8% | +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