-22.6%
FDS vs IAG
+540.0%
-562.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.1% | -0.4% |
| 7D | -5.0% | +24.0% | -29.0% | -5.3% |
| 30D | +13.8% | +5.5% | +8.2% | +13.6% |
| 3M | +14.8% | +8.3% | +6.5% | +14.6% |
| 6M | +47.4% | +6.1% | +41.3% | +47.2% |
| YTD | +14.2% | +20.3% | -6.2% | +13.1% |
| 1Y | +26.6% | +56.5% | -29.8% | +24.1% |
| 3Y | -24.4% | +762.6% | -787.0% | -33.4% |
| 5Y | -22.6% | +546.3% | -568.9% | -31.9% |
| All | -22.6% | +540.0% | -562.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling