+143.3%
DELL vs IAG
+56.5%
+86.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +10.2% | -19.0% | -11.6% |
| 7D | -24.6% | +1.1% | -25.7% | -24.9% |
| 30D | -32.5% | -5.3% | -27.2% | -31.5% |
| 3M | -20.2% | +18.0% | -38.2% | -23.5% |
| 6M | +76.5% | +7.1% | +69.4% | +72.4% |
| YTD | +198.9% | +5.9% | +193.0% | +199.4% |
| 1Y | +143.3% | +59.4% | +83.9% | +115.5% |
| All | +143.3% | +56.5% | +86.8% | +115.5% |
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