+513.6%
EWT vs IAG
+427.6%
+86.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | -1.1% | -1.1% | -0.1% | -1.0% |
| 30D | +4.5% | +12.1% | -7.7% | +3.3% |
| 3M | +8.3% | +25.5% | -17.3% | +5.7% |
| 6M | +54.2% | -7.1% | +61.3% | +54.0% |
| YTD | +74.6% | +22.9% | +51.7% | +70.0% |
| 1Y | +84.9% | +83.3% | +1.6% | +74.2% |
| 3Y | +197.5% | +808.5% | -611.0% | +145.5% |
| 5Y | +150.6% | +838.0% | -687.4% | +101.7% |
| All | +513.6% | +427.6% | +86.0% | +395.2% |
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