-41.0%
DKS vs IAG
+84.7%
-125.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -4.7% | -4.1% | -0.7% | -4.4% |
| 30D | -35.1% | +10.6% | -45.7% | -36.0% |
| 3M | -37.7% | +35.4% | -73.1% | -39.9% |
| 6M | -30.7% | -9.5% | -21.2% | -31.8% |
| YTD | -31.9% | +21.8% | -53.8% | -34.6% |
| All | -41.0% | +84.7% | -125.7% | -46.7% |
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