+253.5%
EME vs IAG
+804.5%
-551.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +3.5% | -1.1% | +4.6% | +3.6% |
| 30D | -6.3% | +12.1% | -18.4% | -7.9% |
| 3M | -3.8% | +25.5% | -29.3% | -7.1% |
| 6M | +8.5% | -7.1% | +15.6% | +7.6% |
| YTD | +27.8% | +22.9% | +4.9% | +22.5% |
| 1Y | +22.2% | +83.3% | -61.1% | +12.1% |
| 3Y | +253.5% | +808.5% | -555.0% | +195.0% |
| All | +253.5% | +804.5% | -551.0% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling