-2.1%
EME vs IAG
+56.5%
-58.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +10.2% | -19.9% | -11.4% |
| 7D | -5.8% | +1.1% | -6.9% | -6.1% |
| 30D | -17.9% | -5.3% | -12.7% | -17.1% |
| 3M | -22.0% | +18.0% | -40.0% | -25.3% |
| 6M | -29.7% | +7.1% | -36.8% | -32.0% |
| YTD | +4.7% | +5.9% | -1.2% | -0.3% |
| 1Y | -2.1% | +59.4% | -61.5% | -20.8% |
| All | -2.1% | +56.5% | -58.7% | -20.8% |
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 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