+11.4%
FPS vs IAG
+9.7%
+1.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.9% |
| 7D | +10.4% | +4.3% | +6.1% | +8.2% |
| 30D | -16.5% | +9.8% | -26.3% | -20.6% |
| 3M | -45.5% | +28.9% | -74.4% | -52.9% |
| 6M | +2.1% | -7.6% | +9.7% | +3.3% |
| All | +11.4% | +9.7% | +1.8% | +1.6% |
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 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