+98.2%
DD vs IAG
+389.3%
-291.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | +5.0% | -7.7% | +12.6% | +5.7% |
| 30D | +19.7% | +1.6% | +18.1% | +19.3% |
| 3M | +7.2% | -2.4% | +9.6% | +7.0% |
| 6M | +1.0% | -7.8% | +8.9% | +1.0% |
| YTD | +29.1% | +5.0% | +24.1% | +27.0% |
| 1Y | +28.5% | +25.7% | +2.8% | +24.5% |
| 3Y | +89.4% | +694.5% | -605.0% | +54.5% |
| 5Y | +67.1% | +421.7% | -354.5% | +34.4% |
| All | +98.2% | +389.3% | -291.0% | +55.9% |
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 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