+38.3%
DD vs IAG
+119.5%
-81.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.7% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | -10.3% | +28.9% | -39.2% | -14.7% |
| 3M | -7.5% | +19.1% | -26.7% | -11.2% |
| 6M | -8.0% | -10.3% | +2.2% | -8.8% |
| YTD | +10.5% | +24.2% | -13.7% | +6.1% |
| 1Y | +38.3% | +116.5% | -78.2% | +23.9% |
| All | +38.3% | +119.5% | -81.2% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling