+49.0%
FND vs IAG
+329.8%
-280.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -6.8% | -7.7% | +0.8% | -6.2% |
| 30D | +8.0% | +1.6% | +6.4% | +7.8% |
| 3M | -18.9% | -2.4% | -16.5% | -18.9% |
| 6M | +4.7% | -7.8% | +12.5% | +4.9% |
| YTD | -21.6% | +5.0% | -26.6% | -22.6% |
| 1Y | -22.0% | +25.7% | -47.7% | -24.0% |
| 3Y | -40.4% | +694.5% | -734.9% | -50.6% |
| 5Y | -63.8% | +421.7% | -485.5% | -70.5% |
| All | +49.0% | +329.8% | -280.8% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling