+63.9%
DD vs IAG
+785.9%
-722.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -0.6% | +4.3% | -4.8% | -1.1% |
| 30D | -7.4% | +9.8% | -17.2% | -8.6% |
| 3M | -6.4% | +28.9% | -35.3% | -9.8% |
| 6M | -2.5% | -7.6% | +5.1% | -2.7% |
| YTD | +10.2% | +22.0% | -11.7% | +6.3% |
| 1Y | +36.9% | +99.5% | -62.6% | +24.5% |
| 3Y | +47.0% | +818.3% | -771.2% | +8.9% |
| All | +63.9% | +785.9% | -722.0% | +13.3% |
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