+46.3%
FE vs IAG
+515.1%
-468.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.2% | -8.6% | -1.9% |
| 7D | -1.0% | +21.4% | -22.4% | -2.3% |
| 30D | +4.1% | +4.0% | +0.1% | +3.7% |
| 3M | -1.0% | +17.0% | -18.0% | -2.3% |
| 6M | +4.0% | +1.4% | +2.6% | +3.3% |
| YTD | +6.8% | +13.8% | -6.9% | +4.5% |
| 1Y | +5.3% | +55.8% | -50.5% | +0.3% |
| 3Y | +44.6% | +647.4% | -602.8% | +16.8% |
| All | +46.3% | +515.1% | -468.8% | +14.8% |
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