-41.1%
DIS vs IAG
+764.1%
-805.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -2.6% | -0.5% | -2.0% | -2.6% |
| 30D | +3.5% | +28.9% | -25.4% | +1.3% |
| 3M | +6.8% | +19.1% | -12.3% | +5.0% |
| 6M | +3.0% | -10.3% | +13.2% | +3.0% |
| YTD | -6.7% | +24.2% | -30.9% | -9.2% |
| 1Y | -10.1% | +116.5% | -126.6% | -16.4% |
| 3Y | +33.0% | +742.8% | -709.8% | +5.6% |
| All | -41.1% | +764.1% | -805.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling