+779.0%
IAG vs FGI
-4.4%
+783.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.2% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +28.9% | +65.4% | -36.5% | +27.9% |
| 3M | +19.1% | +23.5% | -4.4% | +18.5% |
| 6M | -10.3% | +60.5% | -70.8% | -12.1% |
| YTD | +24.2% | +30.0% | -5.8% | +21.9% |
| 1Y | +116.5% | +82.1% | +34.4% | +112.2% |
| All | +779.0% | -4.4% | +783.4% | +773.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling