-36.3%
FICO vs IAG
-10.1%
-26.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.5% | -16.7% |
| 7D | -19.2% | -0.5% | -18.7% | -19.2% |
| 30D | -14.6% | +28.9% | -43.5% | -12.9% |
| 3M | -20.1% | +19.1% | -39.2% | -17.6% |
| 6M | -36.3% | -10.3% | -26.1% | -36.3% |
| All | -36.3% | -10.1% | -26.2% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling