+131.7%
EMB vs IAG
+181.1%
-49.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -0.3% | +28.9% | -29.2% | -1.3% |
| 3M | -0.4% | +19.1% | -19.6% | -1.2% |
| 6M | +0.1% | -10.3% | +10.4% | +0.2% |
| YTD | +1.6% | +24.2% | -22.6% | +0.2% |
| 1Y | +5.6% | +116.5% | -110.9% | +1.9% |
| 3Y | +29.8% | +742.8% | -713.0% | +17.9% |
| 5Y | +7.3% | +753.3% | -746.1% | -4.0% |
| 10Y | +30.4% | +403.2% | -372.8% | +16.0% |
| All | +131.7% | +181.1% | -49.4% | +94.1% |
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 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