+4.8%
FE vs IAG
+42.2%
-37.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | -0.2% |
| 7D | -0.5% | +16.8% | -17.4% | -0.9% |
| 30D | +4.3% | -1.5% | +5.8% | +4.3% |
| 3M | +0.4% | +0.5% | -0.1% | +0.4% |
| 6M | +6.9% | -1.0% | +7.9% | +7.0% |
| YTD | +8.0% | +12.3% | -4.3% | +8.0% |
| 1Y | +4.8% | +39.2% | -34.4% | +2.7% |
| All | +4.8% | +42.2% | -37.4% | +2.7% |
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