+96.1%
EFV vs IAG
+796.9%
-700.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -2.0% | -4.1% | +2.1% | -1.6% |
| 30D | -0.2% | +10.6% | -10.8% | -1.3% |
| 3M | +9.1% | +35.4% | -26.2% | +5.4% |
| 6M | +11.7% | -9.5% | +21.2% | +11.7% |
| YTD | +17.0% | +21.8% | -4.8% | +13.2% |
| 1Y | +26.7% | +84.1% | -57.4% | +17.3% |
| 3Y | +90.2% | +817.4% | -727.2% | +45.9% |
| 5Y | +96.1% | +830.1% | -734.0% | +42.3% |
| All | +96.1% | +796.9% | -700.8% | +42.3% |
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