+2,345.0%
DAR vs IAG
+303.8%
+2,041.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | +11.6% | -7.7% | +19.2% | +12.5% |
| 30D | -10.2% | +1.6% | -11.8% | -10.7% |
| 3M | -14.8% | -2.4% | -12.4% | -15.2% |
| 6M | -10.1% | -7.8% | -2.2% | -10.5% |
| YTD | +55.5% | +5.0% | +50.5% | +50.5% |
| 1Y | +61.7% | +25.7% | +36.0% | +52.9% |
| 3Y | +37.2% | +694.5% | -657.3% | -0.9% |
| 5Y | -26.9% | +421.7% | -448.6% | -46.7% |
| 10Y | +314.4% | +382.5% | -68.0% | +178.9% |
| All | +2,345.0% | +303.8% | +2,041.2% | +1,522.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling