-65.3%
EL vs IAG
+421.7%
-487.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | +1.5% | -7.7% | +9.2% | +2.5% |
| 30D | +10.0% | +1.6% | +8.4% | +9.5% |
| 3M | +28.4% | -2.4% | +30.8% | +28.4% |
| 6M | +37.1% | -7.8% | +44.9% | +37.2% |
| YTD | +7.8% | +5.0% | +2.8% | +5.6% |
| 1Y | +26.0% | +25.7% | +0.4% | +20.8% |
| 3Y | +3.8% | +694.5% | -690.7% | -22.6% |
| All | -65.3% | +421.7% | -487.0% | -73.8% |
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