-28.4%
DT vs IAG
+804.8%
-833.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +0.1% | +11.4% | -11.4% | -0.7% |
| 3M | +24.1% | +33.0% | -8.9% | +21.4% |
| 6M | +30.1% | -6.0% | +36.1% | +29.8% |
| YTD | +16.8% | +24.6% | -7.8% | +13.5% |
| 1Y | -0.1% | +105.0% | -105.1% | -7.2% |
| 3Y | +6.8% | +837.9% | -831.1% | -16.5% |
| 5Y | -28.4% | +817.0% | -845.3% | -43.5% |
| All | -28.4% | +804.8% | -833.2% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling