+91.0%
FICO vs IAG
+427.4%
-336.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.6% | -1.2% |
| 7D | +1.4% | -2.1% | +3.5% | +1.5% |
| 30D | -0.8% | -6.2% | +5.4% | -0.5% |
| 3M | -31.3% | -5.1% | -26.2% | -31.2% |
| 6M | -33.9% | -10.0% | -24.0% | -33.7% |
| YTD | -57.6% | +3.9% | -61.5% | -58.3% |
| 1Y | -59.7% | +18.9% | -78.5% | -60.9% |
| 3Y | -28.0% | +651.8% | -679.8% | -43.7% |
| 5Y | +91.0% | +416.3% | -325.3% | +45.6% |
| All | +91.0% | +427.4% | -336.4% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling