+35.6%
DD vs IAG
+94.1%
-58.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -2.9% | -4.1% | +1.2% | -2.2% |
| 30D | -11.5% | +10.6% | -22.1% | -13.3% |
| 3M | -5.4% | +35.4% | -40.8% | -11.3% |
| 6M | -6.9% | -9.5% | +2.6% | -7.7% |
| YTD | +6.9% | +21.8% | -14.9% | +2.7% |
| 1Y | +35.6% | +84.1% | -48.5% | +17.4% |
| All | +35.6% | +94.1% | -58.5% | +17.4% |
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 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