-84.3%
FRMI vs IAG
+56.7%
-141.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.5% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -17.3% | +28.9% | -46.2% | -28.1% |
| 3M | -17.2% | +19.1% | -36.3% | -25.7% |
| 6M | -43.4% | -10.3% | -33.1% | -42.2% |
| YTD | -36.0% | +24.2% | -60.2% | -44.1% |
| All | -84.3% | +56.7% | -141.0% | -87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling