+147.8%
ETR vs IAG
+817.0%
-669.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | +2.0% | +11.4% | -9.4% | +1.1% |
| 3M | -1.7% | +33.0% | -34.7% | -4.2% |
| 6M | +3.6% | -6.0% | +9.6% | +3.5% |
| YTD | +18.0% | +24.6% | -6.5% | +14.4% |
| 1Y | +26.2% | +105.0% | -78.8% | +16.4% |
| All | +147.8% | +817.0% | -669.1% | +87.7% |
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