-67.4%
EL vs IAG
+766.8%
-834.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | +1.7% | +4.3% | -2.6% | +1.2% |
| 30D | +15.5% | +9.8% | +5.7% | +14.3% |
| 3M | +20.6% | +28.9% | -8.4% | +16.9% |
| 6M | +10.5% | -7.6% | +18.1% | +10.4% |
| YTD | -1.9% | +22.0% | -23.8% | -5.2% |
| 1Y | +16.1% | +99.5% | -83.4% | +6.0% |
| 3Y | -30.2% | +818.3% | -848.5% | -48.4% |
| 5Y | -67.4% | +785.9% | -853.3% | -76.8% |
| All | -67.4% | +766.8% | -834.2% | -76.8% |
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