+4,568.4%
DE vs IAG
+368.9%
+4,199.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | +0.7% | +4.3% | -3.6% | +0.2% |
| 30D | +9.6% | +9.8% | -0.1% | +8.4% |
| 3M | +19.0% | +28.9% | -9.9% | +15.2% |
| 6M | +16.1% | -7.6% | +23.6% | +15.9% |
| YTD | +47.0% | +22.0% | +25.1% | +41.8% |
| 1Y | +43.1% | +99.5% | -56.4% | +30.1% |
| 3Y | +77.5% | +818.3% | -740.8% | +31.1% |
| 5Y | +96.4% | +785.9% | -689.5% | +39.7% |
| 10Y | +852.9% | +381.1% | +471.8% | +556.5% |
| All | +4,568.4% | +368.9% | +4,199.6% | +2,553.7% |
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