+550.5%
EME vs IAG
+796.9%
-246.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | +0.9% | -4.1% | +5.0% | +1.3% |
| 30D | -8.4% | +10.6% | -19.0% | -9.5% |
| 3M | -3.6% | +35.4% | -39.0% | -6.8% |
| 6M | +3.6% | -9.5% | +13.1% | +3.3% |
| YTD | +22.5% | +21.8% | +0.7% | +18.7% |
| 1Y | +18.2% | +84.1% | -66.0% | +10.5% |
| 3Y | +238.4% | +817.4% | -579.0% | +180.9% |
| 5Y | +550.5% | +830.1% | -279.6% | +412.3% |
| All | +550.5% | +796.9% | -246.3% | +412.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling