+376.4%
DAR vs IAG
+434.9%
-58.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -0.2% | +1.7% | -1.8% | -0.3% |
| 30D | +7.4% | +11.4% | -4.0% | +6.1% |
| 3M | +15.7% | +33.0% | -17.4% | +11.9% |
| 6M | +30.0% | -6.0% | +36.0% | +29.4% |
| YTD | +87.5% | +24.6% | +63.0% | +80.3% |
| 1Y | +113.4% | +105.0% | +8.4% | +94.1% |
| 3Y | +15.3% | +837.9% | -822.6% | -13.3% |
| 5Y | -4.3% | +817.0% | -821.3% | -30.4% |
| All | +376.4% | +434.9% | -58.5% | +246.9% |
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