-30.1%
FDS vs IAG
+797.8%
-827.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.3% |
| 7D | -5.4% | +4.3% | -9.6% | -5.3% |
| 30D | +1.6% | +9.8% | -8.2% | +1.7% |
| 3M | +17.7% | +28.9% | -11.2% | +18.5% |
| 6M | +29.1% | -7.6% | +36.6% | +29.9% |
| YTD | +1.0% | +22.0% | -21.0% | +1.2% |
| 1Y | -21.6% | +99.5% | -121.1% | -22.4% |
| 3Y | -30.1% | +818.3% | -848.4% | -34.1% |
| All | -30.1% | +797.8% | -827.9% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling