+659.2%
EEM vs IAG
+377.5%
+281.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.1% |
| 7D | +2.3% | -0.5% | +2.9% | +2.3% |
| 30D | +4.5% | +28.9% | -24.4% | +0.7% |
| 3M | -0.1% | +19.1% | -19.2% | -2.9% |
| 6M | +16.9% | -10.3% | +27.2% | +17.6% |
| YTD | +26.2% | +24.2% | +2.0% | +20.8% |
| 1Y | +40.5% | +116.5% | -76.0% | +24.1% |
| 3Y | +86.2% | +742.8% | -656.6% | +31.7% |
| 5Y | +45.5% | +753.3% | -707.9% | -2.2% |
| 10Y | +128.6% | +403.2% | -274.6% | +47.9% |
| All | +659.2% | +377.5% | +281.7% | +276.0% |
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