+126.7%
EMB vs IAG
+154.2%
-27.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.0% | -0.4% |
| 7D | +0.5% | +16.8% | -16.3% | -0.1% |
| 30D | +0.9% | -1.5% | +2.4% | +0.9% |
| 3M | -2.1% | +0.5% | -2.6% | -2.3% |
| 6M | -2.2% | -1.0% | -1.2% | -2.5% |
| YTD | -0.6% | +12.3% | -12.9% | -1.7% |
| 1Y | +0.2% | +39.2% | -39.0% | -1.7% |
| 3Y | +29.5% | +712.3% | -682.8% | +17.7% |
| 5Y | +8.0% | +484.2% | -476.2% | -2.2% |
| 10Y | +35.3% | +382.3% | -346.9% | +20.7% |
| All | +126.7% | +154.2% | -27.5% | +90.4% |
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 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