+4.4%
FE vs IAG
+25.8%
-21.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.1% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | -0.3% |
| 30D | +3.9% | -6.2% | +10.1% | +4.0% |
| 3M | -0.1% | -5.1% | +5.0% | 0.0% |
| 6M | +6.1% | -10.0% | +16.1% | +6.4% |
| YTD | +8.1% | +3.9% | +4.1% | +8.3% |
| 1Y | +4.4% | +18.9% | -14.4% | +3.4% |
| All | +4.4% | +25.8% | -21.4% | +3.4% |
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