+3,047.2%
DELL vs IAG
+260.1%
+2,787.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.2% | -7.3% |
| 7D | +4.9% | -7.7% | +12.5% | +5.6% |
| 30D | -32.1% | +1.6% | -33.7% | -32.3% |
| 3M | -30.2% | -2.4% | -27.8% | -30.1% |
| 6M | +41.7% | -7.8% | +49.5% | +42.2% |
| YTD | +176.6% | +5.0% | +171.6% | +173.8% |
| 1Y | +159.9% | +25.7% | +134.3% | +153.9% |
| 3Y | +388.0% | +694.5% | -306.5% | +314.4% |
| 5Y | +578.2% | +421.7% | +156.5% | +465.4% |
| 10Y | +2,653.4% | +382.5% | +2,270.9% | +2,242.9% |
| All | +3,047.2% | +260.1% | +2,787.1% | +2,600.9% |
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