-23.8%
FDS vs IAG
+102.4%
-126.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.2% |
| 7D | -8.8% | +1.7% | -10.5% | -8.7% |
| 30D | -1.4% | +11.4% | -12.8% | -0.4% |
| 3M | +13.9% | +33.0% | -19.2% | +17.8% |
| 6M | +27.4% | -6.0% | +33.4% | +29.1% |
| YTD | -2.5% | +24.6% | -27.0% | +1.0% |
| 1Y | -23.8% | +105.0% | -128.8% | -21.3% |
| All | -23.8% | +102.4% | -126.2% | -21.3% |
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