+1,333.5%
ET vs IAG
+98.9%
+1,234.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +5.0% | +0.3% |
| 7D | +3.0% | -2.1% | +5.1% | +3.1% |
| 30D | -3.5% | -6.2% | +2.7% | -3.2% |
| 3M | -5.6% | -5.1% | -0.5% | -5.6% |
| 6M | +0.5% | -10.0% | +10.5% | +0.4% |
| YTD | +26.3% | +3.9% | +22.4% | +23.4% |
| 1Y | +25.7% | +18.9% | +6.8% | +21.0% |
| 3Y | +85.1% | +651.8% | -566.7% | +45.7% |
| 5Y | +216.4% | +416.3% | -199.9% | +149.0% |
| 10Y | +160.9% | +377.4% | -216.5% | +94.1% |
| All | +1,333.5% | +98.9% | +1,234.7% | +826.2% |
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