+2,307.6%
FTI vs IAG
+377.5%
+1,930.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | +15.3% | +28.9% | -13.6% | +10.1% |
| 3M | +15.8% | +19.1% | -3.4% | +11.3% |
| 6M | +22.6% | -10.3% | +32.8% | +22.6% |
| YTD | +79.5% | +24.2% | +55.4% | +68.3% |
| 1Y | +102.0% | +116.5% | -14.5% | +70.4% |
| 3Y | +315.8% | +742.8% | -427.0% | +162.1% |
| 5Y | +1,129.5% | +753.3% | +376.2% | +626.9% |
| 10Y | +320.9% | +403.2% | -82.2% | +137.5% |
| All | +2,307.6% | +377.5% | +1,930.1% | +929.2% |
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 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