-75.0%
FRSH vs IAG
+805.0%
-880.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -11.2% | -4.1% | -7.1% | -10.9% |
| 30D | -0.8% | +10.6% | -11.5% | -1.7% |
| 3M | +26.4% | +35.4% | -9.0% | +22.8% |
| 6M | +48.4% | -9.5% | +57.9% | +48.8% |
| YTD | -3.1% | +21.8% | -24.9% | -6.8% |
| 1Y | -8.7% | +84.1% | -92.8% | -16.9% |
| 3Y | -45.8% | +817.4% | -863.2% | -61.7% |
| All | -75.0% | +805.0% | -880.0% | -83.6% |
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 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