+259.4%
FE vs IAG
+377.5%
-118.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +1.9% | -0.5% | +2.5% | +2.0% |
| 30D | -1.2% | +28.9% | -30.1% | -2.9% |
| 3M | +3.5% | +19.1% | -15.6% | +2.0% |
| 6M | -6.1% | -10.3% | +4.2% | -6.0% |
| YTD | +7.6% | +24.2% | -16.6% | +5.0% |
| 1Y | +11.9% | +116.5% | -104.6% | +4.9% |
| 3Y | +48.4% | +742.8% | -694.4% | +24.5% |
| 5Y | +44.8% | +753.3% | -708.5% | +18.5% |
| 10Y | +115.9% | +403.2% | -287.3% | +73.4% |
| All | +259.4% | +377.5% | -118.1% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling