-14.9%
EW vs IAG
+505.2%
-520.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +0.7% |
| 7D | +11.0% | +21.4% | -10.4% | +9.3% |
| 30D | +19.1% | +4.0% | +15.0% | +18.5% |
| 3M | +14.4% | +17.0% | -2.7% | +12.5% |
| 6M | +22.8% | +1.4% | +21.4% | +21.7% |
| YTD | +19.8% | +13.8% | +6.0% | +16.9% |
| 1Y | +23.9% | +55.8% | -31.9% | +17.5% |
| 3Y | +52.2% | +647.4% | -595.2% | +21.1% |
| All | -14.9% | +505.2% | -520.1% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling