+70.4%
DRI vs IAG
+766.8%
-696.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | -1.2% | +4.3% | -5.5% | -1.4% |
| 30D | -0.4% | +9.8% | -10.2% | -0.9% |
| 3M | +9.5% | +28.9% | -19.4% | +8.1% |
| 6M | +6.5% | -7.6% | +14.0% | +6.4% |
| YTD | +18.4% | +22.0% | -3.5% | +16.3% |
| 1Y | +4.2% | +99.5% | -95.3% | -0.7% |
| 3Y | +57.1% | +818.3% | -761.2% | +33.9% |
| 5Y | +70.4% | +785.9% | -715.5% | +42.0% |
| All | +70.4% | +766.8% | -696.4% | +42.0% |
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 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