+2,392.2%
DRI vs IAG
+337.4%
+2,054.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.2% | -8.2% | -1.3% |
| 7D | +2.8% | +21.4% | -18.6% | +2.0% |
| 30D | +13.3% | +4.0% | +9.2% | +13.0% |
| 3M | +8.2% | +17.0% | -8.9% | +7.3% |
| 6M | +17.5% | +1.4% | +16.1% | +17.0% |
| YTD | +26.9% | +13.8% | +13.1% | +25.2% |
| 1Y | +31.6% | +55.8% | -24.2% | +27.9% |
| 3Y | +67.0% | +647.4% | -580.5% | +49.5% |
| 5Y | +72.9% | +519.1% | -446.2% | +53.2% |
| 10Y | +371.3% | +345.6% | +25.7% | +311.3% |
| All | +2,392.2% | +337.4% | +2,054.8% | +1,924.3% |
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