+66.9%
DD vs IAG
+427.6%
-360.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -11.7% | +12.1% | -23.8% | -12.7% |
| 3M | -9.2% | +25.5% | -34.8% | -11.4% |
| 6M | -7.2% | -7.1% | -0.1% | -7.3% |
| YTD | +6.6% | +22.9% | -16.3% | +3.7% |
| 1Y | +32.0% | +83.3% | -51.3% | +24.0% |
| 3Y | +42.1% | +808.5% | -766.4% | +15.3% |
| 5Y | +58.1% | +838.0% | -779.9% | +23.6% |
| All | +66.9% | +427.6% | -360.7% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling