+1,008.3%
ETR vs IAG
+299.6%
+708.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.3% |
| 7D | +1.5% | -2.1% | +3.6% | +1.6% |
| 30D | +6.6% | -6.2% | +12.8% | +6.9% |
| 3M | +4.4% | -5.1% | +9.6% | +4.5% |
| 6M | -0.3% | -10.0% | +9.7% | -0.2% |
| YTD | +23.3% | +3.9% | +19.4% | +21.2% |
| 1Y | +18.9% | +18.9% | 0.0% | +15.6% |
| 3Y | +155.5% | +651.8% | -496.3% | +111.9% |
| 5Y | +159.9% | +416.3% | -256.3% | +115.6% |
| 10Y | +377.6% | +377.4% | +0.2% | +278.0% |
| All | +1,008.3% | +299.6% | +708.7% | +656.4% |
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