+291.9%
FTI vs IAG
+423.2%
-131.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.6% |
| 7D | -5.6% | -4.1% | -1.6% | -5.2% |
| 30D | +0.4% | +10.6% | -10.2% | -0.9% |
| 3M | +8.1% | +35.4% | -27.3% | +3.8% |
| 6M | +16.7% | -9.5% | +26.2% | +16.8% |
| YTD | +70.0% | +21.8% | +48.1% | +63.1% |
| 1Y | +85.4% | +84.1% | +1.3% | +68.2% |
| 3Y | +265.9% | +817.4% | -551.4% | +163.5% |
| 5Y | +1,072.7% | +830.1% | +242.7% | +703.3% |
| All | +291.9% | +423.2% | -131.3% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling