+22.4%
EFV vs IAG
+42.5%
-20.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.3% | +4.5% | -4.2% | -0.4% |
| 30D | +1.2% | -5.7% | +6.8% | +1.6% |
| 3M | -2.1% | +10.1% | -12.2% | -3.8% |
| 6M | +6.4% | +7.3% | -0.9% | +4.3% |
| YTD | +14.8% | +6.1% | +8.7% | +13.2% |
| 1Y | +22.4% | +46.8% | -24.4% | +15.0% |
| All | +22.4% | +42.5% | -20.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling