+236.1%
EW vs IAG
+336.8%
-100.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.3% |
| 7D | +9.3% | +16.8% | -7.6% | +8.4% |
| 30D | +22.1% | -1.5% | +23.6% | +22.0% |
| 3M | +13.0% | +0.5% | +12.5% | +12.7% |
| 6M | +30.1% | -1.0% | +31.0% | +29.5% |
| YTD | +22.0% | +12.3% | +9.7% | +20.3% |
| 1Y | +23.7% | +39.2% | -15.5% | +20.6% |
| 3Y | +62.0% | +712.3% | -650.3% | +43.0% |
| 5Y | -12.4% | +484.2% | -496.7% | -23.6% |
| 10Y | +236.1% | +382.3% | -146.2% | +191.7% |
| All | +236.1% | +336.8% | -100.7% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling