+57.3%
DLR vs IAG
+655.1%
-597.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +1.8% |
| 7D | +5.0% | -2.1% | +7.1% | +5.2% |
| 30D | +3.0% | -6.2% | +9.2% | +3.4% |
| 3M | -6.3% | -5.1% | -1.1% | -6.0% |
| 6M | -4.8% | -10.0% | +5.2% | -4.5% |
| YTD | +21.0% | +3.9% | +17.1% | +18.5% |
| 1Y | +15.1% | +18.9% | -3.7% | +11.2% |
| All | +57.3% | +655.1% | -597.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling