+117.6%
DT vs IAG
+483.5%
-365.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | +2.0% | +28.9% | -26.8% | -0.4% |
| 3M | +20.0% | +19.1% | +0.9% | +17.7% |
| 6M | +39.3% | -10.3% | +49.5% | +39.3% |
| YTD | +19.8% | +24.2% | -4.4% | +15.6% |
| 1Y | +4.3% | +116.5% | -112.2% | -5.3% |
| 3Y | +7.7% | +742.8% | -735.1% | -18.4% |
| 5Y | -26.8% | +753.3% | -780.2% | -47.7% |
| All | +117.6% | +483.5% | -365.9% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling