+826.4%
FN vs IAG
+326.7%
+499.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.8% | +6.1% | +11.3% |
| 7D | +16.3% | +24.0% | -7.7% | +14.0% |
| 30D | -24.7% | +5.5% | -30.3% | -25.1% |
| 3M | -34.9% | +8.3% | -43.2% | -35.4% |
| 6M | -41.1% | +6.1% | -47.2% | -41.6% |
| YTD | -19.6% | +20.3% | -39.9% | -21.4% |
| 1Y | -18.5% | +56.5% | -75.0% | -21.6% |
| 3Y | +119.1% | +762.6% | -643.5% | +90.7% |
| 5Y | +206.9% | +546.3% | -339.3% | +161.6% |
| 10Y | +826.4% | +356.1% | +470.3% | +712.1% |
| All | +826.4% | +326.7% | +499.8% | +712.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling