+319.1%
DELL vs IAG
+119.5%
+199.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +14.9% | -0.5% | +15.4% | +15.1% |
| 30D | +13.3% | +28.9% | -15.6% | +6.4% |
| 3M | +24.4% | +19.1% | +5.3% | +17.9% |
| 6M | +258.0% | -10.3% | +268.3% | +252.6% |
| YTD | +320.2% | +24.2% | +296.0% | +300.4% |
| 1Y | +319.1% | +116.5% | +202.6% | +264.4% |
| All | +319.1% | +119.5% | +199.5% | +264.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling