+3,523.8%
DLR vs IAG
+156.2%
+3,367.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +1.7% |
| 7D | +5.0% | -2.1% | +7.1% | +5.1% |
| 30D | +3.0% | -6.2% | +9.2% | +3.4% |
| 3M | -6.3% | -5.1% | -1.1% | -6.1% |
| 6M | -4.8% | -10.0% | +5.2% | -4.5% |
| YTD | +21.0% | +3.9% | +17.1% | +19.1% |
| 1Y | +15.1% | +18.9% | -3.7% | +12.0% |
| 3Y | +56.0% | +651.8% | -595.8% | +28.2% |
| 5Y | +39.1% | +416.3% | -377.1% | +14.3% |
| 10Y | +193.3% | +377.4% | -184.2% | +129.0% |
| All | +3,523.8% | +156.2% | +3,367.6% | +2,330.3% |
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 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