+60.0%
DRI vs IAG
+814.3%
-754.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +3.8% | +28.9% | -25.0% | +3.1% |
| 3M | +13.0% | +19.1% | -6.1% | +12.3% |
| 6M | +8.3% | -10.3% | +18.6% | +8.4% |
| YTD | +20.6% | +24.2% | -3.6% | +19.0% |
| 1Y | +6.5% | +116.5% | -110.0% | +2.3% |
| All | +60.0% | +814.3% | -754.3% | +40.2% |
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 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