+61.6%
DRAM vs IAG
-0.6%
+62.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.4% | +12.8% | +11.7% |
| 7D | -0.6% | +3.4% | -4.0% | -2.6% |
| 30D | -18.0% | -2.7% | -15.3% | -17.0% |
| 3M | -11.9% | -0.5% | -11.4% | -12.9% |
| 6M | -18.6% | -4.8% | -13.7% | -20.4% |
| All | +61.6% | -0.6% | +62.1% | +62.7% |
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