-12.1%
DOW vs IAG
+487.2%
-499.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -3.9% | +12.1% | -16.1% | -4.9% |
| 3M | -12.7% | +25.5% | -38.2% | -14.6% |
| 6M | -13.7% | -7.1% | -6.6% | -13.8% |
| YTD | +28.4% | +22.9% | +5.5% | +24.1% |
| 1Y | +21.8% | +83.3% | -61.6% | +12.8% |
| 3Y | -35.7% | +808.5% | -844.2% | -51.1% |
| 5Y | -36.8% | +838.0% | -874.8% | -54.3% |
| All | -12.1% | +487.2% | -499.3% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling