+47.0%
DD vs IAG
+797.8%
-750.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -0.6% | +4.3% | -4.8% | -1.2% |
| 30D | -7.4% | +9.8% | -17.2% | -8.8% |
| 3M | -6.4% | +28.9% | -35.3% | -10.2% |
| 6M | -2.5% | -7.6% | +5.1% | -2.9% |
| YTD | +10.2% | +22.0% | -11.7% | +6.0% |
| 1Y | +36.9% | +99.5% | -62.6% | +24.1% |
| 3Y | +47.0% | +818.3% | -771.2% | +5.2% |
| All | +47.0% | +797.8% | -750.7% | +5.2% |
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