+192.2%
EWT vs IAG
+796.9%
-604.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.2% |
| 7D | -1.1% | -4.1% | +3.0% | -0.5% |
| 30D | +4.8% | +10.6% | -5.8% | +3.1% |
| 3M | +11.1% | +35.4% | -24.2% | +5.8% |
| 6M | +54.6% | -9.5% | +64.2% | +54.1% |
| YTD | +71.4% | +21.8% | +49.6% | +64.4% |
| 1Y | +82.1% | +84.1% | -2.0% | +65.7% |
| All | +192.2% | +796.9% | -604.7% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling