-10.8%
DOW vs IAG
+493.6%
-504.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +0.4% | +28.9% | -28.5% | -1.9% |
| 3M | -14.4% | +19.1% | -33.5% | -16.0% |
| 6M | -7.0% | -10.3% | +3.3% | -6.9% |
| YTD | +30.2% | +24.2% | +6.0% | +25.8% |
| 1Y | +29.2% | +116.5% | -87.3% | +17.8% |
| 3Y | -36.7% | +742.8% | -779.5% | -51.5% |
| 5Y | -37.7% | +753.3% | -791.0% | -54.5% |
| All | -10.8% | +493.6% | -504.4% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling