-13.9%
DT vs IAG
+708.7%
-722.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.9% |
| 7D | -7.5% | +16.8% | -24.4% | -8.0% |
| 30D | -31.5% | -1.5% | -30.0% | -31.5% |
| 3M | -14.0% | +0.5% | -14.5% | -14.1% |
| 6M | +6.9% | -1.0% | +7.8% | +6.5% |
| YTD | +0.3% | +12.3% | -12.0% | -0.8% |
| 1Y | -6.9% | +39.2% | -46.2% | -8.8% |
| 3Y | -13.9% | +712.3% | -726.2% | -20.1% |
| All | -13.9% | +708.7% | -722.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling