+9.7%
DLR vs IAG
+94.1%
-84.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | -1.3% | -4.1% | +2.8% | -0.9% |
| 30D | -2.9% | +10.6% | -13.5% | -3.7% |
| 3M | +3.2% | +35.4% | -32.2% | +0.2% |
| 6M | +3.9% | -9.5% | +13.4% | +2.6% |
| YTD | +21.4% | +21.8% | -0.4% | +17.5% |
| 1Y | +9.7% | +84.1% | -74.5% | -0.3% |
| All | +9.7% | +94.1% | -84.4% | -0.3% |
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