+31.6%
FDS vs IAG
+56.5%
-24.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.2% | -7.3% | +3.6% |
| 7D | +9.4% | +1.1% | +8.3% | +9.5% |
| 30D | +23.8% | -5.3% | +29.0% | +23.4% |
| 3M | +25.1% | +18.0% | +7.1% | +27.7% |
| 6M | +53.8% | +7.1% | +46.7% | +56.5% |
| YTD | +19.6% | +5.9% | +13.6% | +22.4% |
| 1Y | +31.6% | +59.4% | -27.7% | +39.1% |
| All | +31.6% | +56.5% | -24.9% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling