+2,630.7%
FICO vs IAG
+377.5%
+2,253.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.5% | -16.5% |
| 7D | -19.2% | -0.5% | -18.7% | -19.1% |
| 30D | -14.6% | +28.9% | -43.5% | -16.1% |
| 3M | -20.1% | +19.1% | -39.2% | -21.3% |
| 6M | -36.3% | -10.3% | -26.1% | -36.3% |
| YTD | -44.9% | +24.2% | -69.1% | -46.4% |
| 1Y | -38.6% | +116.5% | -155.1% | -43.0% |
| 3Y | +4.0% | +742.8% | -738.8% | -14.5% |
| 5Y | +99.5% | +753.3% | -653.8% | +59.5% |
| 10Y | +604.7% | +403.2% | +201.5% | +454.1% |
| All | +2,630.7% | +377.5% | +2,253.2% | +1,856.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling