+2,268.6%
DRI vs IAG
+377.5%
+1,891.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +3.8% | +28.9% | -25.0% | +2.7% |
| 3M | +13.0% | +19.1% | -6.1% | +11.9% |
| 6M | +8.3% | -10.3% | +18.6% | +8.3% |
| YTD | +20.6% | +24.2% | -3.6% | +18.7% |
| 1Y | +6.5% | +116.5% | -110.0% | +2.0% |
| 3Y | +53.7% | +742.8% | -689.1% | +37.0% |
| 5Y | +72.7% | +753.3% | -680.7% | +51.1% |
| 10Y | +363.2% | +403.2% | -40.0% | +301.7% |
| All | +2,268.6% | +377.5% | +1,891.1% | +1,818.9% |
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