+3,233.7%
EW vs IAG
+377.5%
+2,856.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +1.0% | +28.9% | -27.8% | -0.3% |
| 3M | +2.8% | +19.1% | -16.3% | +1.7% |
| 6M | +5.5% | -10.3% | +15.7% | +5.6% |
| YTD | +5.5% | +24.2% | -18.7% | +3.7% |
| 1Y | +11.0% | +116.5% | -105.4% | +6.0% |
| 3Y | +17.7% | +742.8% | -725.1% | +4.3% |
| 5Y | -25.7% | +753.3% | -779.1% | -35.3% |
| 10Y | +132.8% | +403.2% | -270.4% | +100.9% |
| All | +3,233.7% | +377.5% | +2,856.3% | +3,392.0% |
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