+539.5%
FICO vs IAG
+370.6%
+168.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +4.0% | +3.4% | +0.5% | +3.7% |
| 30D | -1.5% | -2.7% | +1.2% | -1.5% |
| 3M | -29.8% | -0.5% | -29.3% | -29.9% |
| 6M | -33.3% | -4.8% | -28.4% | -33.3% |
| YTD | -56.9% | +9.6% | -66.5% | -57.6% |
| 1Y | -59.5% | +32.2% | -91.6% | -60.7% |
| 3Y | -26.9% | +692.5% | -719.4% | -38.4% |
| 5Y | +92.9% | +447.6% | -354.7% | +60.6% |
| 10Y | +539.5% | +403.3% | +136.2% | +431.3% |
| All | +539.5% | +370.6% | +168.9% | +431.3% |
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