+62.9%
EMR vs IAG
+766.8%
-703.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +3.1% | +4.3% | -1.2% | +2.6% |
| 30D | -3.5% | +9.8% | -13.3% | -4.6% |
| 3M | +9.8% | +28.9% | -19.1% | +6.6% |
| 6M | +10.8% | -7.6% | +18.4% | +10.5% |
| YTD | +15.9% | +22.0% | -6.0% | +12.9% |
| 1Y | +16.4% | +99.5% | -83.1% | +9.1% |
| 3Y | +62.1% | +818.3% | -756.2% | +30.2% |
| 5Y | +62.9% | +785.9% | -723.0% | +24.6% |
| All | +62.9% | +766.8% | -703.9% | +24.6% |
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