-54.4%
FPS vs IAG
+5.8%
-60.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.2% | -0.2% | +3.1% |
| 7D | -24.5% | +21.4% | -45.9% | -33.3% |
| 30D | -52.1% | +4.0% | -56.1% | -52.5% |
| 3M | -48.4% | +17.0% | -65.4% | -53.3% |
| 6M | -54.4% | +1.4% | -55.8% | -53.9% |
| All | -54.4% | +5.8% | -60.2% | -53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling