+7.9%
DT vs IAG
+94.1%
-86.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.6% |
| 7D | -2.5% | -4.1% | +1.5% | -2.5% |
| 30D | +3.5% | +10.6% | -7.1% | +3.5% |
| 3M | +26.7% | +35.4% | -8.7% | +26.6% |
| 6M | +36.1% | -9.5% | +45.7% | +35.8% |
| YTD | +18.6% | +21.8% | -3.2% | +18.1% |
| 1Y | +7.9% | +84.1% | -76.3% | +2.7% |
| All | +7.9% | +94.1% | -86.2% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling