-23.2%
FDS vs IAG
+804.8%
-828.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.4% |
| 7D | -8.8% | +1.7% | -10.5% | -8.8% |
| 30D | -1.4% | +11.4% | -12.8% | -1.6% |
| 3M | +13.9% | +33.0% | -19.2% | +13.3% |
| 6M | +27.4% | -6.0% | +33.4% | +27.7% |
| YTD | -2.5% | +24.6% | -27.0% | -3.4% |
| 1Y | -23.8% | +105.0% | -128.8% | -26.3% |
| 3Y | -32.5% | +837.9% | -870.4% | -40.8% |
| 5Y | -23.2% | +817.0% | -840.1% | -34.1% |
| All | -23.2% | +804.8% | -828.0% | -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 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