-25.7%
FN vs IAG
+56.5%
-82.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.2% | -16.2% | -9.0% |
| 7D | -7.0% | +1.1% | -8.1% | -7.5% |
| 30D | -24.7% | -5.3% | -19.5% | -23.5% |
| 3M | -35.7% | +18.0% | -53.7% | -39.1% |
| 6M | -52.4% | +7.1% | -59.5% | -53.9% |
| YTD | -25.0% | +5.9% | -30.9% | -31.3% |
| 1Y | -25.7% | +59.4% | -85.1% | -50.6% |
| All | -25.7% | +56.5% | -82.2% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling