+1,332.0%
ET vs IAG
+100.9%
+1,231.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.5% | -7.7% | +10.2% | +3.2% |
| 30D | -2.5% | +1.6% | -4.0% | -2.8% |
| 3M | -4.9% | -2.4% | -2.4% | -5.1% |
| 6M | -0.1% | -7.8% | +7.7% | -0.4% |
| YTD | +26.2% | +5.0% | +21.2% | +23.2% |
| 1Y | +25.2% | +25.7% | -0.5% | +20.0% |
| 3Y | +84.2% | +694.5% | -610.3% | +44.3% |
| 5Y | +216.1% | +421.7% | -205.6% | +148.5% |
| 10Y | +160.7% | +382.5% | -221.8% | +93.7% |
| All | +1,332.0% | +100.9% | +1,231.1% | +824.4% |
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 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