+196.8%
DKS vs IAG
+427.6%
-230.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | -33.4% | +12.1% | -45.5% | -33.8% |
| 3M | -39.4% | +25.5% | -64.9% | -40.1% |
| 6M | -30.1% | -7.1% | -23.0% | -30.3% |
| YTD | -31.0% | +22.9% | -53.8% | -32.0% |
| 1Y | -40.2% | +83.3% | -123.5% | -42.0% |
| 3Y | +30.9% | +808.5% | -777.6% | +19.0% |
| 5Y | +14.0% | +838.0% | -823.9% | +2.3% |
| All | +196.8% | +427.6% | -230.8% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling