-27.9%
DAR vs IAG
+421.7%
-449.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | +11.6% | -7.7% | +19.2% | +12.4% |
| 30D | -10.2% | +1.6% | -11.8% | -10.6% |
| 3M | -14.8% | -2.4% | -12.4% | -15.1% |
| 6M | -10.1% | -7.8% | -2.2% | -10.4% |
| YTD | +55.5% | +5.0% | +50.5% | +50.3% |
| 1Y | +61.7% | +25.7% | +36.0% | +52.5% |
| 3Y | +37.2% | +694.5% | -657.3% | -6.0% |
| All | -27.9% | +421.7% | -449.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling