+583.4%
DG vs IAG
+29.0%
+554.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.5% |
| 7D | +8.4% | -0.5% | +8.9% | +8.4% |
| 30D | +4.9% | +28.9% | -23.9% | +4.1% |
| 3M | +29.3% | +19.1% | +10.2% | +28.4% |
| 6M | -11.3% | -10.3% | -1.0% | -11.2% |
| YTD | +1.8% | +24.2% | -22.4% | +0.7% |
| 1Y | +25.3% | +116.5% | -91.2% | +22.1% |
| 3Y | +9.1% | +742.8% | -733.7% | +1.9% |
| 5Y | -34.9% | +753.3% | -788.2% | -39.8% |
| 10Y | +108.2% | +403.2% | -295.0% | +91.5% |
| All | +583.4% | +29.0% | +554.4% | +566.8% |
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