+29.7%
EMB vs IAG
+423.2%
-393.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.1% | -4.1% | +3.0% | -0.9% |
| 30D | -1.1% | +10.6% | -11.7% | -1.6% |
| 3M | -0.8% | +35.4% | -36.1% | -2.4% |
| 6M | -0.1% | -9.5% | +9.5% | 0.0% |
| YTD | +0.4% | +21.8% | -21.4% | -1.2% |
| 1Y | +3.3% | +84.1% | -80.9% | -0.7% |
| 3Y | +29.0% | +817.4% | -788.3% | +12.6% |
| 5Y | +6.3% | +830.1% | -823.8% | -9.4% |
| All | +29.7% | +423.2% | -393.5% | +10.1% |
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 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