-55.6%
FN vs IAG
+4.8%
-60.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.2% | -14.4% | -14.3% |
| 7D | -16.0% | +4.5% | -20.5% | -17.4% |
| 30D | -40.1% | -5.7% | -34.4% | -38.7% |
| 3M | -43.9% | +10.1% | -54.0% | -46.1% |
| 6M | -55.6% | +7.3% | -62.9% | -56.8% |
| All | -55.6% | +4.8% | -60.4% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling