+56.7%
FND vs IAG
+408.2%
-351.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | -5.2% | -0.5% | -4.7% | -5.2% |
| 30D | -19.9% | +28.9% | -48.8% | -21.5% |
| 3M | +2.7% | +19.1% | -16.4% | +1.0% |
| 6M | -21.7% | -10.3% | -11.4% | -21.6% |
| YTD | -17.5% | +24.2% | -41.7% | -19.5% |
| 1Y | -39.3% | +116.5% | -155.8% | -43.1% |
| 3Y | -49.8% | +742.8% | -792.6% | -58.6% |
| 5Y | -60.1% | +753.3% | -813.4% | -68.3% |
| All | +56.7% | +408.2% | -351.5% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling