+68.6%
DD vs IAG
+461.2%
-392.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +3.2% | +3.4% | -0.2% | +2.8% |
| 30D | +20.3% | -2.7% | +23.0% | +20.4% |
| 3M | +8.2% | -0.5% | +8.7% | +7.7% |
| 6M | +3.4% | -4.8% | +8.3% | +3.0% |
| YTD | +30.6% | +9.6% | +21.1% | +27.1% |
| 1Y | +30.6% | +32.2% | -1.5% | +24.3% |
| 3Y | +91.1% | +692.5% | -601.4% | +42.5% |
| 5Y | +68.6% | +447.6% | -379.0% | +15.4% |
| All | +68.6% | +461.2% | -392.6% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling