+36.5%
EMB vs IAG
+384.2%
-347.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.6% |
| 7D | -0.7% | -2.1% | +1.4% | -0.6% |
| 30D | +0.5% | -6.2% | +6.7% | +0.7% |
| 3M | -2.5% | -5.1% | +2.7% | -2.4% |
| 6M | -2.0% | -10.0% | +8.0% | -2.0% |
| YTD | -0.9% | +3.9% | -4.8% | -1.9% |
| 1Y | -0.3% | +18.9% | -19.2% | -2.0% |
| 3Y | +29.2% | +651.8% | -622.6% | +14.1% |
| 5Y | +7.4% | +416.3% | -408.8% | -5.8% |
| All | +36.5% | +384.2% | -347.7% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling