+948.1%
FIX vs IAG
+515.1%
+433.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.2% | -1.8% | +4.3% |
| 7D | -17.5% | +21.4% | -38.9% | -20.3% |
| 30D | -41.6% | +4.0% | -45.6% | -42.1% |
| 3M | -40.6% | +17.0% | -57.6% | -42.4% |
| 6M | -49.4% | +1.4% | -50.8% | -50.0% |
| YTD | +9.2% | +13.8% | -4.6% | +5.5% |
| 1Y | +6.5% | +55.8% | -49.4% | -1.1% |
| 3Y | +448.7% | +647.4% | -198.7% | +320.2% |
| All | +948.1% | +515.1% | +433.0% | +653.0% |
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