+52.4%
EFA vs IAG
+796.9%
-744.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.6% |
| 7D | -2.4% | -4.1% | +1.7% | -1.9% |
| 30D | -2.2% | +10.6% | -12.9% | -3.4% |
| 3M | +5.7% | +35.4% | -29.7% | +1.9% |
| 6M | +8.2% | -9.5% | +17.7% | +8.2% |
| YTD | +11.8% | +21.8% | -10.1% | +8.1% |
| 1Y | +18.3% | +84.1% | -65.9% | +9.3% |
| 3Y | +64.9% | +817.4% | -752.4% | +26.2% |
| 5Y | +52.4% | +830.1% | -777.7% | +11.1% |
| All | +52.4% | +796.9% | -744.5% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling