+3,687.6%
EW vs IAG
+337.4%
+3,350.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +1.0% |
| 7D | +11.0% | +21.4% | -10.4% | +10.0% |
| 30D | +19.1% | +4.0% | +15.0% | +18.8% |
| 3M | +14.4% | +17.0% | -2.7% | +13.3% |
| 6M | +22.8% | +1.4% | +21.4% | +22.2% |
| YTD | +19.8% | +13.8% | +6.0% | +18.2% |
| 1Y | +23.9% | +55.8% | -31.9% | +20.3% |
| 3Y | +52.2% | +647.4% | -595.2% | +35.6% |
| 5Y | -13.9% | +519.1% | -533.1% | -24.0% |
| 10Y | +241.9% | +345.6% | -103.7% | +196.8% |
| All | +3,687.6% | +337.4% | +3,350.3% | +3,879.4% |
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