+50.0%
DOW vs IAG
+19.6%
+30.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +5.2% | -7.7% | +12.9% | +4.8% |
| 30D | +13.2% | +1.6% | +11.6% | +13.4% |
| 3M | +10.1% | -2.4% | +12.5% | +10.1% |
| 6M | -13.1% | -7.8% | -5.2% | -12.4% |
| YTD | +46.1% | +5.0% | +41.1% | +44.0% |
| 1Y | +50.0% | +25.7% | +24.3% | +35.7% |
| All | +50.0% | +19.6% | +30.4% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling