+794.1%
FN vs IAG
+336.8%
+457.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.7% | +1.9% | -4.1% |
| 7D | -4.1% | +16.8% | -20.9% | -5.4% |
| 30D | -28.3% | -1.5% | -26.8% | -28.2% |
| 3M | -33.9% | +0.5% | -34.4% | -33.9% |
| 6M | -43.9% | -1.0% | -42.9% | -44.0% |
| YTD | -23.4% | +12.3% | -35.8% | -24.6% |
| 1Y | -25.4% | +39.2% | -64.7% | -27.6% |
| 3Y | +107.9% | +712.3% | -604.4% | +82.3% |
| 5Y | +195.1% | +484.2% | -289.1% | +153.5% |
| 10Y | +794.1% | +382.3% | +411.8% | +693.6% |
| All | +794.1% | +336.8% | +457.3% | +693.6% |
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 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