+260.3%
FE vs IAG
+337.4%
-77.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.9% |
| 7D | 0.0% | +21.4% | -21.5% | -1.3% |
| 30D | +5.2% | +4.0% | +1.1% | +4.8% |
| 3M | 0.0% | +17.0% | -17.1% | -1.3% |
| 6M | +5.0% | +1.4% | +3.6% | +4.3% |
| YTD | +7.9% | +13.8% | -5.9% | +5.7% |
| 1Y | +6.3% | +55.8% | -49.5% | +1.9% |
| 3Y | +46.0% | +647.4% | -601.4% | +23.4% |
| 5Y | +45.6% | +519.1% | -473.5% | +21.6% |
| 10Y | +109.3% | +345.6% | -236.3% | +69.6% |
| All | +260.3% | +337.4% | -77.1% | +125.6% |
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