-29.1%
FN vs IAG
+55.8%
-84.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.2% | +4.5% | +9.5% |
| 7D | 0.0% | +21.4% | -21.5% | -6.0% |
| 30D | -34.3% | +4.0% | -38.4% | -35.0% |
| 3M | -39.9% | +17.0% | -56.9% | -42.8% |
| 6M | -51.8% | +1.4% | -53.2% | -52.8% |
| YTD | -28.1% | +13.8% | -41.9% | -35.0% |
| 1Y | -29.1% | +55.8% | -84.9% | -49.3% |
| All | -29.1% | +55.8% | -84.9% | -49.3% |
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