+76.9%
FICO vs IAG
+515.1%
-438.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.9% |
| 7D | -0.9% | +21.4% | -22.4% | -2.3% |
| 30D | +3.3% | +4.0% | -0.7% | +2.9% |
| 3M | -31.7% | +17.0% | -48.8% | -32.5% |
| 6M | -34.0% | +1.4% | -35.4% | -34.3% |
| YTD | -58.3% | +13.8% | -72.1% | -59.3% |
| 1Y | -57.9% | +55.8% | -113.7% | -60.2% |
| 3Y | -24.1% | +647.4% | -671.5% | -40.0% |
| All | +76.9% | +515.1% | -438.1% | +30.2% |
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