+289.3%
FN vs IAG
+764.1%
-474.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.4% |
| 7D | -1.7% | -0.5% | -1.1% | -1.7% |
| 30D | -22.0% | +28.9% | -50.9% | -24.8% |
| 3M | -43.0% | +19.1% | -62.1% | -44.5% |
| 6M | -27.7% | -10.3% | -17.5% | -27.6% |
| YTD | -10.5% | +24.2% | -34.7% | -14.2% |
| 1Y | +12.5% | +116.5% | -104.0% | +1.5% |
| 3Y | +153.8% | +742.8% | -589.0% | +98.7% |
| All | +289.3% | +764.1% | -474.8% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling