+27.4%
USFR vs IAG
+470.5%
-443.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.3% | +28.9% | -28.6% | +0.3% |
| 3M | +1.0% | +19.1% | -18.1% | +1.0% |
| 6M | +1.9% | -10.3% | +12.2% | +1.9% |
| YTD | +2.6% | +24.2% | -21.6% | +2.6% |
| 1Y | +4.0% | +116.5% | -112.5% | +4.0% |
| 3Y | +14.1% | +742.8% | -728.7% | +14.0% |
| 5Y | +20.4% | +753.3% | -732.9% | +20.3% |
| 10Y | +28.0% | +403.2% | -375.2% | +27.9% |
| All | +27.4% | +470.5% | -443.0% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling