+2.8%
EMB vs IAG
+86.2%
-83.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -1.2% |
| 30D | -1.3% | +12.1% | -13.4% | -1.6% |
| 3M | -1.8% | +25.5% | -27.3% | -2.6% |
| 6M | +0.2% | -7.1% | +7.3% | -0.4% |
| YTD | +0.4% | +22.9% | -22.5% | -0.3% |
| 1Y | +2.8% | +83.3% | -80.5% | +1.4% |
| All | +2.8% | +86.2% | -83.4% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling