+573.2%
EEM vs IAG
+303.8%
+269.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +2.7% | -7.7% | +10.4% | +3.7% |
| 30D | -5.4% | +1.6% | -7.0% | -5.8% |
| 3M | -8.6% | -2.4% | -6.2% | -8.7% |
| 6M | -8.9% | -7.8% | -1.1% | -8.7% |
| YTD | +11.9% | +5.0% | +6.9% | +9.2% |
| 1Y | +13.1% | +25.7% | -12.6% | +7.6% |
| 3Y | +70.7% | +694.5% | -623.8% | +21.7% |
| 5Y | +31.8% | +421.7% | -389.9% | -5.2% |
| 10Y | +119.5% | +382.5% | -262.9% | +43.2% |
| All | +573.2% | +303.8% | +269.4% | +240.1% |
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