+108.6%
FTV vs IAG
+389.3%
-280.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +3.9% | -7.7% | +11.6% | +4.2% |
| 30D | +18.7% | +1.6% | +17.1% | +18.5% |
| 3M | +10.0% | -2.4% | +12.4% | +10.0% |
| 6M | +14.6% | -7.8% | +22.4% | +14.5% |
| YTD | +23.4% | +5.0% | +18.4% | +22.3% |
| 1Y | +31.3% | +25.7% | +5.6% | +29.1% |
| 3Y | +39.8% | +694.5% | -654.7% | +26.4% |
| 5Y | +17.7% | +421.7% | -404.0% | +4.3% |
| All | +108.6% | +389.3% | -280.7% | +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 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