+962.0%
ETR vs IAG
+377.5%
+584.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +1.4% | -0.5% | +2.0% | +1.4% |
| 30D | +1.0% | +28.9% | -27.9% | -1.1% |
| 3M | -1.3% | +19.1% | -20.4% | -2.9% |
| 6M | +1.9% | -10.3% | +12.1% | +2.0% |
| YTD | +18.2% | +24.2% | -6.0% | +14.9% |
| 1Y | +24.7% | +116.5% | -91.8% | +15.9% |
| 3Y | +150.7% | +742.8% | -592.1% | +106.4% |
| 5Y | +127.0% | +753.3% | -626.3% | +81.7% |
| 10Y | +295.5% | +403.2% | -107.7% | +211.3% |
| All | +962.0% | +377.5% | +584.5% | +616.9% |
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