+1,870.1%
DKS vs IAG
+368.9%
+1,501.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.8% |
| 7D | -0.4% | +4.3% | -4.7% | -0.7% |
| 30D | -36.6% | +9.8% | -46.4% | -37.0% |
| 3M | -37.6% | +28.9% | -66.5% | -38.7% |
| 6M | -32.1% | -7.6% | -24.5% | -32.1% |
| YTD | -32.3% | +22.0% | -54.3% | -33.7% |
| 1Y | -39.5% | +99.5% | -139.0% | -42.4% |
| 3Y | +27.7% | +818.3% | -790.6% | +9.8% |
| 5Y | +15.0% | +785.9% | -770.9% | -3.0% |
| 10Y | +192.6% | +381.1% | -188.5% | +144.1% |
| All | +1,870.1% | +368.9% | +1,501.3% | +1,282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling