-93.2%
FRMI vs IAG
+56.5%
-149.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +10.2% | -20.8% | -15.9% |
| 7D | -39.7% | +1.1% | -40.8% | -40.6% |
| 30D | -55.2% | -5.3% | -49.9% | -54.0% |
| 3M | -71.2% | +18.0% | -89.2% | -74.1% |
| 6M | -64.1% | +7.1% | -71.2% | -66.0% |
| YTD | -77.2% | +5.9% | -83.2% | -79.0% |
| 1Y | -93.2% | +59.4% | -152.6% | -95.6% |
| All | -93.2% | +56.5% | -149.7% | -95.6% |
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 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