-56.6%
FIG vs IAG
+94.1%
-150.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | -12.2% | -4.1% | -8.2% | -12.2% |
| 30D | -11.0% | +10.6% | -21.6% | -10.9% |
| 3M | +11.9% | +35.4% | -23.5% | +11.6% |
| 6M | -21.9% | -9.5% | -12.4% | -19.9% |
| YTD | -40.8% | +21.8% | -62.6% | -43.0% |
| 1Y | -56.6% | +84.1% | -140.8% | -62.1% |
| All | -56.6% | +94.1% | -150.7% | -62.1% |
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