+46.2%
FND vs IAG
+398.5%
-352.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | -5.1% | -4.1% | -1.0% | -4.8% |
| 30D | -22.5% | +10.6% | -33.2% | -23.2% |
| 3M | -5.0% | +35.4% | -40.4% | -7.4% |
| 6M | -21.5% | -9.5% | -12.0% | -21.5% |
| YTD | -23.0% | +21.8% | -44.9% | -24.8% |
| 1Y | -44.9% | +84.1% | -129.0% | -47.8% |
| 3Y | -50.0% | +817.4% | -867.3% | -59.0% |
| 5Y | -63.3% | +830.1% | -893.4% | -71.0% |
| All | +46.2% | +398.5% | -352.3% | +31.4% |
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