+67.3%
ED vs IAG
+766.8%
-699.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +0.5% | +4.3% | -3.7% | +0.3% |
| 30D | +1.1% | +9.8% | -8.7% | +0.6% |
| 3M | +4.6% | +28.9% | -24.3% | +3.2% |
| 6M | -2.0% | -7.6% | +5.6% | -1.9% |
| YTD | +11.7% | +22.0% | -10.3% | +9.6% |
| 1Y | +15.7% | +99.5% | -83.8% | +9.7% |
| 3Y | +34.4% | +818.3% | -783.9% | +11.3% |
| 5Y | +67.3% | +785.9% | -718.6% | +32.8% |
| All | +67.3% | +766.8% | -699.5% | +32.8% |
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