-22.2%
DKNG vs IAG
+804.5%
-826.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.3% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | -3.0% | +12.1% | -15.1% | -4.0% |
| 3M | -17.6% | +25.5% | -43.1% | -19.4% |
| 6M | -3.2% | -7.1% | +3.9% | -3.0% |
| YTD | -28.2% | +22.9% | -51.1% | -30.8% |
| 1Y | -46.1% | +83.3% | -129.4% | -50.5% |
| 3Y | -22.2% | +808.5% | -830.7% | -41.2% |
| All | -22.2% | +804.5% | -826.6% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling