+93.3%
DD vs IAG
+715.9%
-622.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +2.0% |
| 7D | +2.2% | +16.8% | -14.6% | 0.0% |
| 30D | +20.7% | -1.5% | +22.2% | +20.6% |
| 3M | +11.3% | +0.5% | +10.8% | +10.7% |
| 6M | +6.0% | -1.0% | +6.9% | +4.9% |
| YTD | +31.7% | +12.3% | +19.4% | +27.7% |
| 1Y | +32.2% | +39.2% | -7.0% | +25.1% |
| All | +93.3% | +715.9% | -622.6% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling