+18.1%
EW vs IAG
+56.5%
-38.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.2% | -5.8% | +3.8% |
| 7D | +8.3% | +1.1% | +7.2% | +8.1% |
| 30D | +13.9% | -5.3% | +19.2% | +14.0% |
| 3M | +10.9% | +18.0% | -7.1% | +9.3% |
| 6M | +19.2% | +7.1% | +12.1% | +17.8% |
| YTD | +16.6% | +5.9% | +10.6% | +16.4% |
| 1Y | +18.1% | +59.4% | -41.3% | +13.4% |
| All | +18.1% | +56.5% | -38.5% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling