-83.1%
FRMI vs IAG
+55.0%
-138.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | +7.4% | -1.1% | +8.5% | +7.9% |
| 30D | -27.6% | +12.1% | -39.8% | -31.9% |
| 3M | -20.9% | +25.5% | -46.4% | -30.7% |
| 6M | -36.6% | -7.1% | -29.5% | -36.5% |
| YTD | -31.3% | +22.9% | -54.1% | -39.7% |
| All | -83.1% | +55.0% | -138.1% | -86.3% |
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