+3,595.6%
DLR vs IAG
+206.2%
+3,389.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -3.4% | +28.9% | -32.2% | -5.4% |
| 3M | +0.5% | +19.1% | -18.6% | -1.3% |
| 6M | +4.6% | -10.3% | +14.8% | +4.7% |
| YTD | +23.4% | +24.2% | -0.8% | +19.9% |
| 1Y | +19.0% | +116.5% | -97.5% | +10.3% |
| 3Y | +56.5% | +742.8% | -686.3% | +27.5% |
| 5Y | +33.3% | +753.3% | -720.0% | +5.5% |
| 10Y | +165.1% | +403.2% | -238.1% | +105.9% |
| All | +3,595.6% | +206.2% | +3,389.5% | +2,347.6% |
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