+851.7%
FIVE vs IAG
+99.3%
+752.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.2% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | +12.5% | +28.9% | -16.4% | +10.7% |
| 3M | +31.2% | +19.1% | +12.1% | +29.5% |
| 6M | +14.4% | -10.3% | +24.6% | +14.4% |
| YTD | +33.9% | +24.2% | +9.7% | +31.0% |
| 1Y | +65.1% | +116.5% | -51.4% | +56.0% |
| 3Y | +49.0% | +742.8% | -693.8% | +28.1% |
| 5Y | +30.3% | +753.3% | -723.0% | +9.8% |
| 10Y | +481.1% | +403.2% | +77.9% | +387.1% |
| All | +851.7% | +99.3% | +752.4% | +743.4% |
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 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