+2,746.7%
DAR vs IAG
+377.5%
+2,369.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +1.4% | -0.5% | +1.9% | +1.3% |
| 30D | +12.8% | +28.9% | -16.1% | +9.0% |
| 3M | +7.4% | +19.1% | -11.8% | +4.2% |
| 6M | +22.3% | -10.3% | +32.5% | +22.0% |
| YTD | +81.1% | +24.2% | +56.9% | +72.5% |
| 1Y | +106.5% | +116.5% | -10.0% | +82.6% |
| 3Y | +5.3% | +742.8% | -737.5% | -24.3% |
| 5Y | -11.5% | +753.3% | -764.9% | -39.1% |
| 10Y | +353.3% | +403.2% | -49.9% | +203.0% |
| All | +2,746.7% | +377.5% | +2,369.2% | +1,759.7% |
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 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