+1,194.9%
DHI vs IAG
+368.4%
+826.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -6.1% | -4.1% | -2.1% | -5.7% |
| 30D | -10.1% | +10.6% | -20.7% | -11.0% |
| 3M | -7.3% | +35.4% | -42.7% | -10.3% |
| 6M | -6.1% | -9.5% | +3.4% | -6.0% |
| YTD | -5.0% | +21.8% | -26.9% | -8.1% |
| 1Y | -22.1% | +84.1% | -106.2% | -27.9% |
| 3Y | +19.2% | +817.4% | -798.1% | -9.0% |
| 5Y | +59.4% | +830.1% | -770.7% | +16.7% |
| 10Y | +401.8% | +413.8% | -12.0% | +262.2% |
| All | +1,194.9% | +368.4% | +826.5% | +648.7% |
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