-56.4%
FICO vs IAG
+56.5%
-112.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.2% | -13.4% | -3.0% |
| 7D | +0.4% | +1.1% | -0.7% | +0.5% |
| 30D | +1.7% | -5.3% | +6.9% | +1.7% |
| 3M | -33.0% | +18.0% | -51.1% | -32.0% |
| 6M | -33.9% | +7.1% | -41.0% | -32.6% |
| YTD | -58.5% | +5.9% | -64.5% | -57.7% |
| 1Y | -56.4% | +59.4% | -115.7% | -57.7% |
| All | -56.4% | +56.5% | -112.9% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling