+764.9%
EL vs IAG
+299.6%
+465.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -1.3% |
| 7D | +2.7% | -2.1% | +4.7% | +2.8% |
| 30D | +10.8% | -6.2% | +17.0% | +11.1% |
| 3M | +26.5% | -5.1% | +31.6% | +26.7% |
| 6M | +31.1% | -10.0% | +41.1% | +31.5% |
| YTD | +6.6% | +3.9% | +2.7% | +5.4% |
| 1Y | +21.8% | +18.9% | +3.0% | +19.2% |
| 3Y | +1.8% | +651.8% | -650.0% | -13.4% |
| 5Y | -65.6% | +416.3% | -481.8% | -70.7% |
| 10Y | +60.3% | +377.4% | -317.1% | +30.7% |
| All | +764.9% | +299.6% | +465.3% | +544.0% |
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