-74.9%
FRSH vs IAG
+825.2%
-900.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -9.6% | +1.7% | -11.2% | -9.7% |
| 30D | -0.4% | +11.4% | -11.9% | -1.4% |
| 3M | +27.2% | +33.0% | -5.8% | +23.7% |
| 6M | +42.2% | -6.0% | +48.2% | +42.1% |
| YTD | -2.6% | +24.6% | -27.2% | -6.5% |
| 1Y | -10.2% | +105.0% | -115.2% | -19.3% |
| 3Y | -45.5% | +837.9% | -883.4% | -61.6% |
| All | -74.9% | +825.2% | -900.1% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling