+87.7%
EEM vs IAG
+817.0%
-729.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +2.0% | +1.7% | +0.3% | +1.7% |
| 30D | +5.1% | +11.4% | -6.4% | +3.4% |
| 3M | +4.6% | +33.0% | -28.4% | +0.2% |
| 6M | +17.8% | -6.0% | +23.8% | +16.9% |
| YTD | +25.8% | +24.6% | +1.3% | +21.1% |
| 1Y | +36.4% | +105.0% | -68.6% | +24.5% |
| All | +87.7% | +817.0% | -729.3% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling