-61.8%
FND vs IAG
+804.8%
-866.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | -19.6% | +11.4% | -31.0% | -20.5% |
| 3M | -4.3% | +33.0% | -37.4% | -7.4% |
| 6M | -20.4% | -6.0% | -14.5% | -20.8% |
| YTD | -21.9% | +24.6% | -46.4% | -24.4% |
| 1Y | -45.2% | +105.0% | -150.2% | -49.4% |
| 3Y | -49.2% | +837.9% | -887.1% | -61.9% |
| 5Y | -61.8% | +817.0% | -878.8% | -72.7% |
| All | -61.8% | +804.8% | -866.7% | -72.7% |
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