-20.2%
DOW vs IAG
+663.0%
-683.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +5.2% | -7.7% | +12.9% | +5.4% |
| 30D | +13.2% | +1.6% | +11.6% | +13.0% |
| 3M | +10.1% | -2.4% | +12.5% | +9.9% |
| 6M | -13.1% | -7.8% | -5.2% | -13.0% |
| YTD | +46.1% | +5.0% | +41.1% | +43.9% |
| 1Y | +50.0% | +25.7% | +24.3% | +45.7% |
| 3Y | -20.2% | +694.5% | -714.7% | -38.5% |
| All | -20.2% | +663.0% | -683.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling