+883.3%
FTI vs IAG
+421.7%
+461.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | +4.3% | -7.7% | +12.0% | +5.2% |
| 30D | -4.7% | +1.6% | -6.2% | -5.1% |
| 3M | -13.5% | -2.4% | -11.1% | -13.7% |
| 6M | -8.7% | -7.8% | -0.9% | -8.8% |
| YTD | +49.0% | +5.0% | +44.0% | +44.6% |
| 1Y | +54.0% | +25.7% | +28.3% | +45.6% |
| 3Y | +211.6% | +694.5% | -482.9% | +115.2% |
| All | +883.3% | +421.7% | +461.6% | +570.2% |
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