+3,922.7%
DELL vs IAG
+423.2%
+3,499.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.2% | -5.1% |
| 7D | -1.9% | -4.1% | +2.2% | -1.5% |
| 30D | +14.9% | +10.6% | +4.3% | +13.8% |
| 3M | +37.2% | +35.4% | +1.8% | +33.2% |
| 6M | +254.0% | -9.5% | +263.5% | +254.2% |
| YTD | +306.1% | +21.8% | +284.3% | +296.8% |
| 1Y | +312.3% | +84.1% | +228.1% | +289.9% |
| 3Y | +654.0% | +817.4% | -163.3% | +529.8% |
| 5Y | +1,055.3% | +830.1% | +225.2% | +836.6% |
| All | +3,922.7% | +423.2% | +3,499.5% | +3,270.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling