-29.8%
DKS vs IAG
+56.5%
-86.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.2% | -2.5% | +6.7% |
| 7D | +8.4% | +1.1% | +7.3% | +8.1% |
| 30D | +7.7% | -5.3% | +12.9% | +7.9% |
| 3M | -25.8% | +18.0% | -43.8% | -27.4% |
| 6M | -31.0% | +7.1% | -38.1% | -32.1% |
| YTD | -23.8% | +5.9% | -29.7% | -25.7% |
| 1Y | -29.8% | +59.4% | -89.2% | -35.6% |
| All | -29.8% | +56.5% | -86.4% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling