+142.8%
EFA vs IAG
+427.6%
-284.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -1.7% | +12.1% | -13.8% | -2.7% |
| 3M | +3.5% | +25.5% | -22.0% | +1.2% |
| 6M | +9.5% | -7.1% | +16.6% | +9.3% |
| YTD | +12.9% | +22.9% | -10.0% | +9.9% |
| 1Y | +18.2% | +83.3% | -65.1% | +11.2% |
| 3Y | +64.8% | +808.5% | -743.7% | +34.9% |
| 5Y | +53.9% | +838.0% | -784.1% | +22.1% |
| All | +142.8% | +427.6% | -284.8% | +93.8% |
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 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