-63.0%
FND vs IAG
+427.4%
-490.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.1% | +0.8% | -3.8% |
| 7D | -5.1% | -2.1% | -3.1% | -4.9% |
| 30D | +9.2% | -6.2% | +15.4% | +9.8% |
| 3M | -17.7% | -5.1% | -12.6% | -17.4% |
| 6M | +2.5% | -10.0% | +12.5% | +3.0% |
| YTD | -19.8% | +3.9% | -23.7% | -21.2% |
| 1Y | -22.7% | +18.9% | -41.5% | -25.0% |
| 3Y | -38.3% | +651.8% | -690.1% | -53.8% |
| 5Y | -63.0% | +416.3% | -479.2% | -74.3% |
| All | -63.0% | +427.4% | -490.4% | -74.3% |
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 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