+84.4%
FICO vs IAG
+421.7%
-337.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +2.2% | -7.7% | +9.9% | +2.7% |
| 30D | +0.1% | +1.6% | -1.5% | -0.2% |
| 3M | -35.2% | -2.4% | -32.7% | -35.1% |
| 6M | -32.4% | -7.8% | -24.5% | -32.2% |
| YTD | -57.4% | +5.0% | -62.4% | -58.2% |
| 1Y | -58.5% | +25.7% | -84.2% | -60.0% |
| 3Y | -28.9% | +694.5% | -723.3% | -44.5% |
| All | +84.4% | +421.7% | -337.3% | +38.8% |
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 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