+280.6%
EMR vs IAG
+370.6%
-89.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.3% |
| 30D | +2.8% | -2.7% | +5.5% | +2.9% |
| 3M | +2.0% | -0.5% | +2.5% | +1.8% |
| 6M | +20.7% | -4.8% | +25.6% | +20.5% |
| YTD | +27.3% | +9.6% | +17.7% | +25.7% |
| 1Y | +31.0% | +32.2% | -1.2% | +28.0% |
| 3Y | +103.6% | +692.5% | -588.9% | +76.5% |
| 5Y | +88.6% | +447.6% | -359.0% | +61.1% |
| 10Y | +280.6% | +403.3% | -122.7% | +217.4% |
| All | +280.6% | +370.6% | -89.9% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling