+850.7%
DIA vs IAG
+303.8%
+546.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +2.1% | -7.7% | +9.8% | +2.6% |
| 30D | +1.5% | +1.6% | -0.1% | +1.3% |
| 3M | -2.4% | -2.4% | 0.0% | -2.5% |
| 6M | +6.0% | -7.8% | +13.8% | +5.9% |
| YTD | +10.1% | +5.0% | +5.0% | +8.8% |
| 1Y | +11.8% | +25.7% | -13.9% | +9.4% |
| 3Y | +59.7% | +694.5% | -634.8% | +39.2% |
| 5Y | +57.9% | +421.7% | -363.8% | +37.7% |
| 10Y | +236.2% | +382.5% | -146.2% | +182.9% |
| All | +850.7% | +303.8% | +546.9% | +609.9% |
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 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