-44.9%
FND vs IAG
+94.1%
-139.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | -5.1% | -4.1% | -1.0% | -4.5% |
| 30D | -22.5% | +10.6% | -33.2% | -23.7% |
| 3M | -5.0% | +35.4% | -40.4% | -9.6% |
| 6M | -21.5% | -9.5% | -12.0% | -22.8% |
| YTD | -23.0% | +21.8% | -44.9% | -25.9% |
| 1Y | -44.9% | +84.1% | -129.0% | -48.6% |
| All | -44.9% | +94.1% | -139.0% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling