+206.7%
FN vs IAG
+461.2%
-254.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +6.3% |
| 7D | +8.0% | +3.4% | +4.6% | +7.6% |
| 30D | -19.1% | -2.7% | -16.5% | -18.7% |
| 3M | -29.8% | -0.5% | -29.3% | -29.8% |
| 6M | -43.2% | -4.8% | -38.3% | -43.1% |
| YTD | -18.9% | +9.6% | -28.5% | -20.9% |
| 1Y | -17.9% | +32.2% | -50.1% | -21.5% |
| 3Y | +120.1% | +692.5% | -572.4% | +74.4% |
| 5Y | +206.7% | +447.6% | -240.9% | +129.7% |
| All | +206.7% | +461.2% | -254.5% | +129.7% |
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