+7.2%
DG vs IAG
+797.8%
-790.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.9% |
| 7D | -2.5% | +4.3% | -6.7% | -2.8% |
| 30D | +1.0% | +9.8% | -8.8% | +0.2% |
| 3M | +20.3% | +28.9% | -8.6% | +17.3% |
| 6M | -11.7% | -7.6% | -4.2% | -11.6% |
| YTD | -2.3% | +22.0% | -24.3% | -5.0% |
| 1Y | +20.0% | +99.5% | -79.5% | +11.4% |
| 3Y | +7.2% | +818.3% | -811.0% | -23.5% |
| All | +7.2% | +797.8% | -790.5% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling