-60.5%
FRMI vs IAG
-2.8%
-57.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.1% | +25.6% | +26.3% |
| 7D | +66.2% | -7.7% | +73.9% | +71.5% |
| 30D | -17.4% | +1.6% | -19.0% | -17.5% |
| 3M | -60.5% | -2.4% | -58.0% | -58.4% |
| All | -60.5% | -2.8% | -57.6% | -58.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling