+6.2%
DT vs IAG
+797.8%
-791.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -3.1% |
| 7D | -4.9% | +4.3% | -9.1% | -4.9% |
| 30D | +2.7% | +9.8% | -7.1% | +2.5% |
| 3M | +20.0% | +28.9% | -8.9% | +19.2% |
| 6M | +28.0% | -7.6% | +35.6% | +27.9% |
| YTD | +16.0% | +22.0% | -5.9% | +14.9% |
| 1Y | +0.7% | +99.5% | -98.8% | -1.9% |
| 3Y | +6.2% | +818.3% | -812.1% | +3.5% |
| All | +6.2% | +797.8% | -791.6% | +3.5% |
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