+42.4%
DLR vs IAG
+785.9%
-743.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +3.4% | +4.3% | -0.9% | +2.9% |
| 30D | -2.2% | +9.8% | -12.0% | -3.3% |
| 3M | +4.7% | +28.9% | -24.2% | +1.6% |
| 6M | +9.0% | -7.6% | +16.6% | +8.8% |
| YTD | +24.1% | +22.0% | +2.2% | +19.6% |
| 1Y | +20.9% | +99.5% | -78.6% | +10.0% |
| 3Y | +60.0% | +818.3% | -758.2% | +19.6% |
| All | +42.4% | +785.9% | -743.5% | -1.1% |
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