+263.6%
EMR vs IAG
+423.2%
-159.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -1.2% | -4.1% | +2.8% | -0.9% |
| 30D | -9.4% | +10.6% | -20.1% | -10.1% |
| 3M | +8.6% | +35.4% | -26.8% | +6.0% |
| 6M | +6.7% | -9.5% | +16.2% | +6.7% |
| YTD | +13.1% | +21.8% | -8.8% | +11.0% |
| 1Y | +12.7% | +84.1% | -71.4% | +8.0% |
| 3Y | +58.1% | +817.4% | -759.3% | +36.3% |
| 5Y | +63.6% | +830.1% | -766.4% | +37.5% |
| All | +263.6% | +423.2% | -159.5% | +203.5% |
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