+358.3%
DELL vs IAG
+86.2%
+272.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.1% | +11.8% |
| 7D | +8.2% | -1.1% | +9.3% | +8.6% |
| 30D | +17.1% | +12.1% | +5.0% | +13.9% |
| 3M | +45.2% | +25.5% | +19.6% | +36.1% |
| 6M | +286.8% | -7.1% | +293.9% | +278.9% |
| YTD | +354.8% | +22.9% | +331.9% | +335.4% |
| 1Y | +358.3% | +83.3% | +274.9% | +293.0% |
| All | +358.3% | +86.2% | +272.0% | +293.0% |
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