+44,540.1%
FIX vs IAG
+308.0%
+44,232.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.2% | -11.8% | -11.6% |
| 7D | -27.2% | +4.5% | -31.8% | -27.8% |
| 30D | -46.9% | -5.7% | -41.3% | -46.7% |
| 3M | -44.4% | +10.1% | -54.6% | -45.3% |
| 6M | -50.9% | +7.3% | -58.2% | -51.6% |
| YTD | +3.5% | +6.1% | -2.6% | +1.8% |
| 1Y | -2.1% | +46.8% | -48.9% | -6.8% |
| 3Y | +418.7% | +573.1% | -154.3% | +317.4% |
| 5Y | +894.6% | +477.6% | +417.0% | +683.0% |
| 10Y | +3,465.5% | +315.7% | +3,149.8% | +2,593.1% |
| All | +44,540.1% | +308.0% | +44,232.1% | +24,809.1% |
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