+319.5%
DRI vs IAG
+389.3%
-69.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +1.1% | -7.7% | +8.7% | +1.3% |
| 30D | +9.7% | +1.6% | +8.1% | +9.6% |
| 3M | +3.2% | -2.4% | +5.6% | +3.1% |
| 6M | +20.6% | -7.8% | +28.4% | +20.5% |
| YTD | +28.3% | +5.0% | +23.2% | +27.0% |
| 1Y | +34.5% | +25.7% | +8.8% | +32.2% |
| 3Y | +66.5% | +694.5% | -628.0% | +49.6% |
| 5Y | +79.6% | +421.7% | -342.0% | +59.7% |
| All | +319.5% | +389.3% | -69.8% | +274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling