+77.7%
FICO vs IAG
+473.8%
-396.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.3% | +4.5% | -4.8% | -0.6% |
| 30D | +1.7% | -5.7% | +7.4% | +2.0% |
| 3M | -35.2% | +10.1% | -45.3% | -35.7% |
| 6M | -33.7% | +7.3% | -41.0% | -34.3% |
| YTD | -58.2% | +6.1% | -64.3% | -58.9% |
| 1Y | -56.6% | +46.8% | -103.4% | -58.7% |
| 3Y | -24.0% | +573.1% | -597.0% | -39.4% |
| All | +77.7% | +473.8% | -396.1% | +31.3% |
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 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