+88.3%
DT vs IAG
+388.3%
-300.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +1.9% |
| 7D | +2.7% | -2.1% | +4.8% | +2.8% |
| 30D | -30.4% | -6.2% | -24.2% | -30.1% |
| 3M | -9.4% | -5.1% | -4.3% | -9.4% |
| 6M | +14.5% | -10.0% | +24.5% | +14.6% |
| YTD | +3.6% | +3.9% | -0.3% | +1.3% |
| 1Y | -3.4% | +18.9% | -22.3% | -6.9% |
| 3Y | -11.1% | +651.8% | -662.9% | -32.1% |
| 5Y | -39.5% | +416.3% | -455.7% | -54.3% |
| All | +88.3% | +388.3% | -300.1% | +51.2% |
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 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