+93.9%
EFV vs IAG
+421.7%
-327.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +2.5% | -7.7% | +10.2% | +3.3% |
| 30D | +2.9% | +1.6% | +1.3% | +2.5% |
| 3M | -1.4% | -2.4% | +1.0% | -1.6% |
| 6M | +5.5% | -7.8% | +13.4% | +5.5% |
| YTD | +16.1% | +5.0% | +11.0% | +13.7% |
| 1Y | +20.3% | +25.7% | -5.4% | +15.6% |
| 3Y | +90.4% | +694.5% | -604.1% | +47.5% |
| All | +93.9% | +421.7% | -327.8% | +48.3% |
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