+1,443.7%
FANG vs IAG
+31.1%
+1,412.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +1.2% | -4.1% | +5.3% | +1.6% |
| 30D | +2.4% | +10.6% | -8.2% | +1.4% |
| 3M | +5.1% | +35.4% | -30.3% | +1.7% |
| 6M | +16.4% | -9.5% | +26.0% | +16.2% |
| YTD | +39.0% | +21.8% | +17.1% | +33.9% |
| 1Y | +50.6% | +84.1% | -33.5% | +38.7% |
| 3Y | +46.9% | +817.4% | -770.4% | +11.6% |
| 5Y | +238.2% | +830.1% | -591.8% | +148.2% |
| 10Y | +181.3% | +413.8% | -232.6% | +108.2% |
| All | +1,443.7% | +31.1% | +1,412.6% | +974.7% |
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