+456.8%
DD vs IAG
+331.8%
+125.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.8% |
| 7D | +2.2% | +16.8% | -14.6% | +0.5% |
| 30D | +20.7% | -1.5% | +22.2% | +20.6% |
| 3M | +11.3% | +0.5% | +10.8% | +10.8% |
| 6M | +6.0% | -1.0% | +6.9% | +5.3% |
| YTD | +31.7% | +12.3% | +19.4% | +28.4% |
| 1Y | +32.2% | +39.2% | -7.0% | +26.1% |
| 3Y | +92.7% | +712.3% | -619.6% | +50.7% |
| 5Y | +72.1% | +484.2% | -412.1% | +33.9% |
| 10Y | +99.7% | +382.3% | -282.6% | +46.9% |
| All | +456.8% | +331.8% | +125.0% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling