+6,748.6%
EME vs IAG
+368.9%
+6,379.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.7% |
| 7D | +5.2% | +4.3% | +0.9% | +4.7% |
| 30D | -5.4% | +9.8% | -15.1% | -6.3% |
| 3M | -6.1% | +28.9% | -35.0% | -8.7% |
| 6M | +9.7% | -7.6% | +17.2% | +9.7% |
| YTD | +26.6% | +22.0% | +4.6% | +22.8% |
| 1Y | +24.6% | +99.5% | -74.9% | +15.1% |
| 3Y | +249.6% | +818.3% | -568.7% | +174.2% |
| 5Y | +556.6% | +785.9% | -229.4% | +397.6% |
| 10Y | +1,286.6% | +381.1% | +905.5% | +920.0% |
| All | +6,748.6% | +368.9% | +6,379.8% | +3,752.4% |
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