-0.1%
FTV vs IAG
+804.8%
-805.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.4% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | -9.5% | +11.4% | -21.0% | -10.2% |
| 3M | -10.9% | +33.0% | -43.9% | -12.8% |
| 6M | -0.6% | -6.0% | +5.4% | -0.8% |
| YTD | +1.4% | +24.6% | -23.1% | -1.1% |
| 1Y | +17.6% | +105.0% | -87.4% | +10.2% |
| 3Y | -3.3% | +837.9% | -841.2% | -21.3% |
| 5Y | -0.1% | +817.0% | -817.1% | -25.3% |
| All | -0.1% | +804.8% | -805.0% | -25.3% |
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