+14.3%
USFR vs IAG
+655.1%
-640.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | 0.0% |
| 7D | +0.1% | -2.1% | +2.1% | +0.1% |
| 30D | +0.4% | -6.2% | +6.6% | +0.4% |
| 3M | +1.0% | -5.1% | +6.2% | +1.0% |
| 6M | +2.0% | -10.0% | +12.0% | +2.0% |
| YTD | +3.4% | +3.9% | -0.5% | +3.4% |
| 1Y | +4.1% | +18.9% | -14.8% | +4.1% |
| All | +14.3% | +655.1% | -640.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling