+607.5%
DIS vs IAG
+337.4%
+270.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.8% |
| 7D | +5.2% | +21.4% | -16.2% | +4.0% |
| 30D | +11.5% | +4.0% | +7.4% | +11.1% |
| 3M | +11.5% | +17.0% | -5.5% | +10.2% |
| 6M | +8.9% | +1.4% | +7.5% | +8.2% |
| YTD | +3.4% | +13.8% | -10.4% | +1.7% |
| 1Y | +7.2% | +55.8% | -48.6% | +3.5% |
| 3Y | +43.3% | +647.4% | -604.1% | +24.0% |
| 5Y | -31.4% | +519.1% | -550.6% | -41.4% |
| 10Y | +37.1% | +345.6% | -308.5% | +14.6% |
| All | +607.5% | +337.4% | +270.1% | +462.1% |
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