+0.1%
DOW vs IAG
+402.0%
-401.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +5.2% | -7.7% | +12.9% | +5.8% |
| 30D | +13.2% | +1.6% | +11.6% | +12.7% |
| 3M | +10.1% | -2.4% | +12.5% | +9.7% |
| 6M | -13.1% | -7.8% | -5.2% | -13.3% |
| YTD | +46.1% | +5.0% | +41.1% | +42.5% |
| 1Y | +50.0% | +25.7% | +24.3% | +43.7% |
| 3Y | -20.2% | +694.5% | -714.7% | -38.9% |
| 5Y | -27.7% | +421.7% | -449.4% | -44.9% |
| All | +0.1% | +402.0% | -401.9% | -26.5% |
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