+1,157.1%
EWT vs IAG
+378.9%
+778.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +2.1% | +1.7% | +0.4% | +2.0% |
| 30D | +9.4% | +11.4% | -2.1% | +8.1% |
| 3M | +10.9% | +33.0% | -22.2% | +7.5% |
| 6M | +57.9% | -6.0% | +63.9% | +57.8% |
| YTD | +75.9% | +24.6% | +51.4% | +70.6% |
| 1Y | +89.7% | +105.0% | -15.3% | +75.1% |
| 3Y | +200.9% | +837.9% | -637.0% | +136.6% |
| 5Y | +154.5% | +817.0% | -662.5% | +94.2% |
| 10Y | +520.8% | +425.3% | +95.5% | +363.7% |
| All | +1,157.1% | +378.9% | +778.2% | +724.0% |
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