+176.1%
ET vs IAG
+423.2%
-247.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +1.4% | -4.1% | +5.4% | +1.7% |
| 30D | +4.6% | +10.6% | -6.1% | +3.7% |
| 3M | +16.0% | +35.4% | -19.3% | +12.9% |
| 6M | +22.8% | -9.5% | +32.4% | +22.8% |
| YTD | +38.9% | +21.8% | +17.0% | +34.8% |
| 1Y | +34.1% | +84.1% | -50.1% | +25.2% |
| 3Y | +98.8% | +817.4% | -718.5% | +58.0% |
| 5Y | +246.8% | +830.1% | -583.3% | +165.7% |
| All | +176.1% | +423.2% | -247.1% | +117.1% |
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