-17.9%
FN vs IAG
+34.9%
-52.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +6.7% |
| 7D | +8.0% | +3.4% | +4.6% | +7.2% |
| 30D | -19.1% | -2.7% | -16.5% | -18.3% |
| 3M | -29.8% | -0.5% | -29.3% | -29.8% |
| 6M | -43.2% | -4.8% | -38.3% | -43.2% |
| YTD | -18.9% | +9.6% | -28.5% | -26.3% |
| 1Y | -17.9% | +32.2% | -50.1% | -36.5% |
| All | -17.9% | +34.9% | -52.7% | -36.5% |
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