+538.2%
DIS vs IAG
+377.5%
+160.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +6.8% | +19.1% | -12.3% | +5.5% |
| 6M | +3.0% | -10.3% | +13.2% | +3.1% |
| YTD | -6.7% | +24.2% | -30.9% | -8.6% |
| 1Y | -10.1% | +116.5% | -126.6% | -14.8% |
| 3Y | +33.0% | +742.8% | -709.8% | +14.3% |
| 5Y | -40.0% | +753.3% | -793.3% | -49.5% |
| 10Y | +21.1% | +403.2% | -382.1% | +0.3% |
| All | +538.2% | +377.5% | +160.7% | +405.3% |
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 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