+693.0%
FN vs IAG
+389.3%
+303.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -7.4% |
| 7D | +0.3% | -7.7% | +7.9% | +1.1% |
| 30D | -16.5% | +1.6% | -18.1% | -16.6% |
| 3M | -42.1% | -2.4% | -39.7% | -42.0% |
| 6M | -52.9% | -7.8% | -45.1% | -52.7% |
| YTD | -28.0% | +5.0% | -33.0% | -28.6% |
| 1Y | -18.5% | +25.7% | -44.2% | -20.2% |
| 3Y | +93.9% | +694.5% | -600.6% | +70.3% |
| 5Y | +170.5% | +421.7% | -251.2% | +133.5% |
| All | +693.0% | +389.3% | +303.7% | +598.6% |
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