+128.5%
EEM vs IAG
+427.6%
-299.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | +2.1% | +12.1% | -10.0% | +0.8% |
| 3M | +1.0% | +25.5% | -24.5% | -1.6% |
| 6M | +15.9% | -7.1% | +23.0% | +15.8% |
| YTD | +24.6% | +22.9% | +1.8% | +20.9% |
| 1Y | +32.3% | +83.3% | -51.1% | +23.4% |
| 3Y | +85.9% | +808.5% | -722.6% | +46.8% |
| 5Y | +45.4% | +838.0% | -792.6% | +11.1% |
| All | +128.5% | +427.6% | -299.1% | +75.2% |
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