-35.5%
DOW vs IAG
+796.9%
-832.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | -4.1% | +10.6% | -14.7% | -4.9% |
| 3M | -12.4% | +35.4% | -47.8% | -14.8% |
| 6M | -10.6% | -9.5% | -1.1% | -10.4% |
| YTD | +31.1% | +21.8% | +9.3% | +27.0% |
| 1Y | +30.5% | +84.1% | -53.6% | +21.0% |
| 3Y | -34.4% | +817.4% | -851.8% | -50.9% |
| 5Y | -35.5% | +830.1% | -865.6% | -54.7% |
| All | -35.5% | +796.9% | -832.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling