+98.2%
DG vs IAG
+434.9%
-336.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.7% |
| 7D | -4.8% | +1.7% | -6.5% | -4.9% |
| 30D | +1.8% | +11.4% | -9.7% | +1.3% |
| 3M | +14.5% | +33.0% | -18.6% | +12.9% |
| 6M | -13.6% | -6.0% | -7.6% | -13.6% |
| YTD | -4.8% | +24.6% | -29.4% | -6.2% |
| 1Y | +21.6% | +105.0% | -83.4% | +17.5% |
| 3Y | +4.5% | +837.9% | -833.4% | -5.1% |
| 5Y | -38.5% | +817.0% | -855.4% | -44.9% |
| All | +98.2% | +434.9% | -336.7% | +76.2% |
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