+368.4%
DAR vs IAG
+423.2%
-54.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | +0.9% | -4.1% | +5.0% | +1.3% |
| 30D | +6.4% | +10.6% | -4.2% | +5.2% |
| 3M | +13.2% | +35.4% | -22.1% | +9.3% |
| 6M | +26.2% | -9.5% | +35.7% | +26.1% |
| YTD | +84.4% | +21.8% | +62.5% | +77.6% |
| 1Y | +112.0% | +84.1% | +27.9% | +95.1% |
| 3Y | +13.4% | +817.4% | -804.0% | -14.6% |
| 5Y | -6.0% | +830.1% | -836.1% | -31.7% |
| All | +368.4% | +423.2% | -54.8% | +241.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling