+36.3%
DIS vs IAG
+336.8%
-300.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | +0.4% |
| 7D | +4.4% | +16.8% | -12.4% | +3.5% |
| 30D | +10.3% | -1.5% | +11.8% | +10.3% |
| 3M | +15.5% | +0.5% | +15.0% | +15.2% |
| 6M | +11.2% | -1.0% | +12.2% | +10.7% |
| YTD | +5.6% | +12.3% | -6.7% | +4.0% |
| 1Y | +7.7% | +39.2% | -31.5% | +4.9% |
| 3Y | +39.3% | +712.3% | -673.0% | +20.5% |
| 5Y | -29.5% | +484.2% | -513.7% | -40.0% |
| 10Y | +36.3% | +382.3% | -346.0% | +16.4% |
| All | +36.3% | +336.8% | -300.5% | +16.4% |
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