+290.1%
ETR vs IAG
+427.6%
-137.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -1.8% | -1.1% | -0.7% | -1.7% |
| 30D | -1.8% | +12.1% | -13.9% | -2.7% |
| 3M | -3.6% | +25.5% | -29.1% | -5.5% |
| 6M | +2.6% | -7.1% | +9.7% | +2.4% |
| YTD | +16.0% | +22.9% | -6.8% | +12.9% |
| 1Y | +20.1% | +83.3% | -63.2% | +12.9% |
| 3Y | +143.6% | +808.5% | -664.9% | +98.4% |
| 5Y | +124.4% | +838.0% | -713.6% | +76.8% |
| All | +290.1% | +427.6% | -137.5% | +203.0% |
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