+130.1%
FDS vs IAG
+389.3%
-259.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +1.5% | -7.7% | +9.1% | +1.7% |
| 30D | +14.8% | +1.6% | +13.2% | +14.6% |
| 3M | +16.3% | -2.4% | +18.7% | +16.2% |
| 6M | +66.2% | -7.8% | +74.1% | +66.2% |
| YTD | +16.2% | +5.0% | +11.2% | +15.0% |
| 1Y | +21.8% | +25.7% | -3.8% | +19.5% |
| 3Y | -23.9% | +694.5% | -718.4% | -33.2% |
| 5Y | -23.1% | +421.7% | -444.8% | -32.6% |
| All | +130.1% | +389.3% | -259.2% | +99.2% |
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