+181.9%
FANG vs IAG
+427.6%
-245.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | +2.9% | -1.1% | +4.0% | +3.0% |
| 30D | +2.6% | +12.1% | -9.5% | +1.3% |
| 3M | +7.6% | +25.5% | -18.0% | +4.5% |
| 6M | +17.3% | -7.1% | +24.4% | +16.8% |
| YTD | +38.7% | +22.9% | +15.8% | +32.6% |
| 1Y | +51.6% | +83.3% | -31.7% | +37.3% |
| 3Y | +50.0% | +808.5% | -758.6% | +6.6% |
| 5Y | +237.6% | +838.0% | -600.4% | +127.9% |
| All | +181.9% | +427.6% | -245.7% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling