+1,027.6%
FIX vs IAG
+421.7%
+605.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.6% |
| 7D | +9.4% | -7.7% | +17.1% | +10.8% |
| 30D | -27.8% | +1.6% | -29.4% | -28.1% |
| 3M | -35.6% | -2.4% | -33.1% | -35.6% |
| 6M | -45.2% | -7.8% | -37.4% | -45.1% |
| YTD | +19.5% | +5.0% | +14.4% | +16.9% |
| 1Y | +24.2% | +25.7% | -1.5% | +18.8% |
| 3Y | +494.2% | +694.5% | -200.3% | +355.1% |
| All | +1,027.6% | +421.7% | +605.9% | +751.6% |
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 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