+475.0%
DINO vs IAG
+427.6%
+47.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +2.3% | -1.1% | +3.4% | +2.3% |
| 30D | +22.6% | +12.1% | +10.5% | +21.9% |
| 3M | +55.2% | +25.5% | +29.7% | +53.3% |
| 6M | +93.8% | -7.1% | +100.9% | +93.7% |
| YTD | +139.5% | +22.9% | +116.6% | +134.6% |
| 1Y | +115.3% | +83.3% | +32.0% | +105.4% |
| 3Y | +98.8% | +808.5% | -709.7% | +67.8% |
| 5Y | +333.5% | +838.0% | -504.5% | +254.0% |
| All | +475.0% | +427.6% | +47.4% | +378.6% |
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