+173.5%
FN vs IAG
+515.1%
-341.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.2% | +4.5% | +10.6% |
| 7D | 0.0% | +21.4% | -21.5% | -3.1% |
| 30D | -34.3% | +4.0% | -38.4% | -34.7% |
| 3M | -39.9% | +17.0% | -56.9% | -41.3% |
| 6M | -51.8% | +1.4% | -53.2% | -52.2% |
| YTD | -28.1% | +13.8% | -41.9% | -30.3% |
| 1Y | -29.1% | +55.8% | -84.9% | -33.6% |
| 3Y | +102.4% | +647.4% | -545.0% | +60.4% |
| All | +173.5% | +515.1% | -341.6% | +103.6% |
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 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