+255.9%
EFV vs IAG
+214.9%
+41.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +1.0% | +4.3% | -3.3% | +0.5% |
| 30D | +0.2% | +9.8% | -9.6% | -0.9% |
| 3M | +9.6% | +28.9% | -19.3% | +6.4% |
| 6M | +14.0% | -7.6% | +21.6% | +14.0% |
| YTD | +18.5% | +22.0% | -3.5% | +14.5% |
| 1Y | +27.9% | +99.5% | -71.6% | +17.1% |
| 3Y | +92.4% | +818.3% | -725.8% | +46.5% |
| 5Y | +97.2% | +785.9% | -688.7% | +45.2% |
| 10Y | +163.0% | +381.1% | -218.1% | +89.9% |
| All | +255.9% | +214.9% | +41.0% | +99.1% |
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 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