+1,036.2%
FTI vs IAG
+820.9%
+215.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | +1.5% | +12.1% | -10.6% | -0.1% |
| 3M | +8.2% | +25.5% | -17.3% | +4.6% |
| 6M | +18.8% | -7.1% | +25.9% | +18.6% |
| YTD | +71.7% | +22.9% | +48.8% | +63.9% |
| 1Y | +90.0% | +83.3% | +6.7% | +70.5% |
| 3Y | +270.5% | +808.5% | -538.0% | +151.8% |
| All | +1,036.2% | +820.9% | +215.3% | +585.8% |
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