+460.1%
EFA vs IAG
+368.9%
+91.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +1.2% | +4.3% | -3.1% | +0.8% |
| 30D | -0.7% | +9.8% | -10.5% | -1.8% |
| 3M | +6.4% | +28.9% | -22.5% | +3.3% |
| 6M | +11.4% | -7.6% | +19.0% | +11.4% |
| YTD | +14.0% | +22.0% | -8.0% | +10.3% |
| 1Y | +20.2% | +99.5% | -79.3% | +10.3% |
| 3Y | +68.2% | +818.3% | -750.1% | +29.0% |
| 5Y | +54.8% | +785.9% | -731.1% | +14.9% |
| 10Y | +142.4% | +381.1% | -238.7% | +76.6% |
| All | +460.1% | +368.9% | +91.2% | +224.2% |
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