+910.2%
DGX vs IAG
+368.9%
+541.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -0.3% | +4.3% | -4.6% | -0.5% |
| 30D | -1.2% | +9.8% | -11.0% | -1.6% |
| 3M | +19.9% | +28.9% | -9.0% | +18.4% |
| 6M | +19.2% | -7.6% | +26.8% | +19.1% |
| YTD | +37.5% | +22.0% | +15.5% | +35.4% |
| 1Y | +31.3% | +99.5% | -68.2% | +26.2% |
| 3Y | +96.6% | +818.3% | -721.6% | +74.5% |
| 5Y | +64.3% | +785.9% | -721.6% | +43.4% |
| 10Y | +241.1% | +381.1% | -140.0% | +195.7% |
| All | +910.2% | +368.9% | +541.3% | +704.3% |
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