+99.4%
DE vs IAG
+796.9%
-697.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -2.4% | -4.1% | +1.7% | -2.0% |
| 30D | +9.7% | +10.6% | -0.9% | +8.6% |
| 3M | +21.4% | +35.4% | -14.0% | +17.8% |
| 6M | +15.0% | -9.5% | +24.6% | +15.0% |
| YTD | +46.4% | +21.8% | +24.6% | +42.6% |
| 1Y | +45.6% | +84.1% | -38.5% | +36.5% |
| 3Y | +76.8% | +817.4% | -740.6% | +36.6% |
| 5Y | +99.4% | +830.1% | -730.7% | +44.6% |
| All | +99.4% | +796.9% | -697.5% | +44.6% |
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 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