+21.4%
FRSH vs IAG
+56.5%
-35.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.2% | -16.5% | -5.4% |
| 7D | -13.8% | +1.1% | -14.9% | -13.5% |
| 30D | +0.3% | -5.3% | +5.6% | +0.2% |
| 3M | +10.1% | +18.0% | -7.9% | +12.3% |
| 6M | +47.7% | +7.1% | +40.5% | +50.1% |
| YTD | +8.2% | +5.9% | +2.3% | +7.2% |
| 1Y | +21.4% | +59.4% | -38.0% | +15.4% |
| All | +21.4% | +56.5% | -35.1% | +15.4% |
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 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