+608.6%
DG vs IAG
+13.8%
+594.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | -3.0% | +3.4% | -6.4% | -3.1% |
| 30D | +8.6% | -2.7% | +11.3% | +8.6% |
| 3M | +15.0% | -0.5% | +15.5% | +14.9% |
| 6M | +32.7% | -4.8% | +37.5% | +32.5% |
| YTD | +5.5% | +9.6% | -4.1% | +4.7% |
| 1Y | +34.6% | +32.2% | +2.4% | +32.9% |
| 3Y | +24.2% | +692.5% | -668.3% | +16.3% |
| 5Y | -32.3% | +447.6% | -479.8% | -36.7% |
| 10Y | +111.1% | +403.3% | -292.3% | +94.6% |
| All | +608.6% | +13.8% | +594.8% | +593.2% |
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 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