+12.4%
DKS vs IAG
+796.9%
-784.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -35.7% |
| 3M | -37.7% | +35.4% | -73.1% | -39.4% |
| 6M | -30.7% | -9.5% | -21.2% | -30.9% |
| YTD | -31.9% | +21.8% | -53.8% | -33.8% |
| 1Y | -40.0% | +84.1% | -124.1% | -43.5% |
| 3Y | +28.4% | +817.4% | -788.9% | +5.3% |
| 5Y | +12.4% | +830.1% | -817.7% | -12.4% |
| All | +12.4% | +796.9% | -784.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling