-29.4%
EL vs IAG
+790.4%
-819.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.2% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +19.8% | +28.9% | -9.0% | +16.8% |
| 3M | +25.7% | +19.1% | +6.6% | +23.1% |
| 6M | +5.4% | -10.3% | +15.7% | +5.5% |
| YTD | +0.2% | +24.2% | -24.0% | -2.9% |
| 1Y | +20.4% | +116.5% | -96.0% | +11.2% |
| All | -29.4% | +790.4% | -819.8% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling