+156.3%
ETR vs IAG
+663.0%
-506.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.2% | -7.7% | +8.8% | +1.7% |
| 30D | +7.0% | +1.6% | +5.4% | +6.7% |
| 3M | +4.6% | -2.4% | +7.0% | +4.4% |
| 6M | +0.1% | -7.8% | +8.0% | +0.1% |
| YTD | +23.2% | +5.0% | +18.1% | +20.8% |
| 1Y | +20.6% | +25.7% | -5.1% | +16.2% |
| 3Y | +156.3% | +694.5% | -538.2% | +99.1% |
| All | +156.3% | +663.0% | -506.7% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling