+248.1%
DGX vs IAG
+427.6%
-179.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.7% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | -1.2% | +12.1% | -13.3% | -1.5% |
| 3M | +15.8% | +25.5% | -9.8% | +14.8% |
| 6M | +18.2% | -7.1% | +25.3% | +18.2% |
| YTD | +37.2% | +22.9% | +14.3% | +35.5% |
| 1Y | +30.4% | +83.3% | -53.0% | +26.6% |
| 3Y | +96.7% | +808.5% | -711.8% | +78.5% |
| 5Y | +67.2% | +838.0% | -770.8% | +48.8% |
| All | +248.1% | +427.6% | -179.5% | +207.9% |
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