+37.2%
DAR vs IAG
+663.0%
-625.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.1% |
| 7D | +11.6% | -7.7% | +19.2% | +12.1% |
| 30D | -10.2% | +1.6% | -11.8% | -10.4% |
| 3M | -14.8% | -2.4% | -12.4% | -15.0% |
| 6M | -10.1% | -7.8% | -2.2% | -10.1% |
| YTD | +55.5% | +5.0% | +50.5% | +51.7% |
| 1Y | +61.7% | +25.7% | +36.0% | +54.7% |
| 3Y | +37.2% | +694.5% | -657.3% | -1.2% |
| All | +37.2% | +663.0% | -625.8% | -1.2% |
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