-51.7%
FIG vs IAG
+56.5%
-108.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.2% | -5.0% | +5.3% |
| 7D | -4.7% | +1.1% | -5.8% | -4.8% |
| 30D | +0.5% | -5.3% | +5.8% | +0.2% |
| 3M | -18.4% | +18.0% | -36.4% | -17.8% |
| 6M | +10.9% | +7.1% | +3.8% | +11.2% |
| YTD | -40.8% | +5.9% | -46.7% | -42.6% |
| 1Y | -51.7% | +59.4% | -111.1% | -59.2% |
| All | -51.7% | +56.5% | -108.2% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling