+95.6%
DG vs IAG
+423.2%
-327.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -6.3% | -4.1% | -2.2% | -6.1% |
| 30D | +2.4% | +10.6% | -8.2% | +2.0% |
| 3M | +12.4% | +35.4% | -23.0% | +10.8% |
| 6M | -14.9% | -9.5% | -5.4% | -14.9% |
| YTD | -6.1% | +21.8% | -27.9% | -7.3% |
| 1Y | +17.9% | +84.1% | -66.3% | +14.3% |
| 3Y | +3.1% | +817.4% | -814.2% | -6.2% |
| 5Y | -38.7% | +830.1% | -868.8% | -45.1% |
| All | +95.6% | +423.2% | -327.5% | +74.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling