+28.0%
USFR vs IAG
+423.2%
-395.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -4.1% | +4.1% | +0.1% |
| 30D | +0.3% | +10.6% | -10.3% | +0.3% |
| 3M | +1.0% | +35.4% | -34.4% | +0.9% |
| 6M | +1.9% | -9.5% | +11.5% | +1.9% |
| YTD | +2.7% | +21.8% | -19.2% | +2.7% |
| 1Y | +4.0% | +84.1% | -80.1% | +4.0% |
| 3Y | +14.1% | +817.4% | -803.3% | +13.9% |
| 5Y | +20.5% | +830.1% | -809.6% | +20.3% |
| All | +28.0% | +423.2% | -395.1% | +27.9% |
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