-83.4%
FRMI vs IAG
+53.7%
-137.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.4% |
| 7D | +10.9% | -4.1% | +15.0% | +13.0% |
| 30D | -24.3% | +10.6% | -34.9% | -28.2% |
| 3M | -21.8% | +35.4% | -57.1% | -34.2% |
| 6M | -33.0% | -9.5% | -23.5% | -32.1% |
| YTD | -32.6% | +21.8% | -54.5% | -40.6% |
| All | -83.4% | +53.7% | -137.1% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling