+16.0%
DIA vs IAG
+94.1%
-78.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -3.0% | -4.1% | +1.0% | -2.7% |
| 30D | -3.0% | +10.6% | -13.6% | -3.8% |
| 3M | +4.5% | +35.4% | -30.9% | +1.9% |
| 6M | +9.8% | -9.5% | +19.3% | +9.0% |
| YTD | +9.3% | +21.8% | -12.5% | +7.2% |
| 1Y | +16.0% | +84.1% | -68.2% | +10.2% |
| All | +16.0% | +94.1% | -78.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling