+130.2%
FDS vs IAG
+370.6%
-240.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +2.8% |
| 7D | -2.1% | +3.4% | -5.6% | -2.3% |
| 30D | +16.0% | -2.7% | +18.7% | +16.0% |
| 3M | +18.8% | -0.5% | +19.3% | +18.6% |
| 6M | +54.1% | -4.8% | +58.9% | +54.0% |
| YTD | +17.0% | +9.6% | +7.4% | +15.6% |
| 1Y | +25.5% | +32.2% | -6.7% | +22.9% |
| 3Y | -23.3% | +692.5% | -715.9% | -32.6% |
| 5Y | -22.6% | +447.6% | -470.2% | -32.3% |
| 10Y | +130.2% | +403.3% | -273.1% | +99.7% |
| All | +130.2% | +370.6% | -240.4% | +99.7% |
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 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