+169.7%
EXE vs IAG
+464.3%
-294.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.2% |
| 7D | -3.1% | -1.1% | -2.1% | -3.1% |
| 30D | -0.9% | +12.1% | -13.0% | -2.3% |
| 3M | +9.6% | +25.5% | -16.0% | +6.4% |
| 6M | -11.6% | -7.1% | -4.5% | -11.8% |
| YTD | -12.6% | +22.9% | -35.4% | -16.4% |
| 1Y | +1.2% | +83.3% | -82.2% | -8.6% |
| 3Y | +18.0% | +808.5% | -790.5% | -18.1% |
| 5Y | +101.1% | +838.0% | -736.9% | +28.5% |
| All | +169.7% | +464.3% | -294.6% | +85.1% |
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