-26.7%
FICO vs IAG
+708.7%
-735.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.6% | +1.2% |
| 7D | +0.9% | +16.8% | -16.0% | +0.1% |
| 30D | +9.4% | -1.5% | +10.9% | +9.4% |
| 3M | -30.4% | +0.5% | -30.9% | -30.4% |
| 6M | -35.1% | -1.0% | -34.1% | -35.0% |
| YTD | -56.8% | +12.3% | -69.1% | -57.4% |
| 1Y | -58.4% | +39.2% | -97.6% | -59.8% |
| 3Y | -26.7% | +712.3% | -739.0% | -39.8% |
| All | -26.7% | +708.7% | -735.4% | -39.8% |
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