+1,458.7%
ET vs IAG
+137.6%
+1,321.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +7.5% | +28.9% | -21.4% | +4.8% |
| 3M | +11.4% | +19.1% | -7.7% | +9.1% |
| 6M | +18.5% | -10.3% | +28.8% | +18.5% |
| YTD | +37.4% | +24.2% | +13.2% | +32.6% |
| 1Y | +30.9% | +116.5% | -85.6% | +19.4% |
| 3Y | +98.7% | +742.8% | -644.1% | +55.1% |
| 5Y | +230.7% | +753.3% | -522.6% | +149.1% |
| 10Y | +175.6% | +403.2% | -227.6% | +104.0% |
| All | +1,458.7% | +137.6% | +1,321.1% | +894.9% |
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