+612.5%
ED vs IAG
+377.5%
+235.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -0.1% | +28.9% | -29.0% | -1.2% |
| 3M | +3.9% | +19.1% | -15.2% | +3.0% |
| 6M | -3.0% | -10.3% | +7.2% | -3.0% |
| YTD | +10.7% | +24.2% | -13.5% | +9.0% |
| 1Y | +13.3% | +116.5% | -103.1% | +8.9% |
| 3Y | +34.5% | +742.8% | -708.3% | +20.6% |
| 5Y | +67.1% | +753.3% | -686.2% | +47.6% |
| 10Y | +103.0% | +403.2% | -300.1% | +77.5% |
| All | +612.5% | +377.5% | +235.0% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling