+625.1%
DIS vs IAG
+321.3%
+303.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +0.6% | +3.4% | -2.8% | +0.4% |
| 30D | +10.3% | -2.7% | +13.0% | +10.3% |
| 3M | +15.6% | -0.5% | +16.1% | +15.3% |
| 6M | +15.1% | -4.8% | +20.0% | +14.9% |
| YTD | +6.0% | +9.6% | -3.6% | +4.4% |
| 1Y | +5.7% | +32.2% | -26.5% | +3.0% |
| 3Y | +39.8% | +692.5% | -652.7% | +20.5% |
| 5Y | -23.9% | +447.6% | -471.5% | -34.5% |
| 10Y | +32.9% | +403.3% | -370.4% | +10.4% |
| All | +625.1% | +321.3% | +303.8% | +477.2% |
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 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