-80.3%
FIG vs IAG
+194.9%
-275.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -5.7% |
| 7D | -16.4% | +4.3% | -20.6% | -16.4% |
| 30D | -2.3% | +9.8% | -12.1% | -2.3% |
| 3M | +7.8% | +28.9% | -21.1% | +7.7% |
| 6M | -21.8% | -7.6% | -14.3% | -20.2% |
| YTD | -39.1% | +22.0% | -61.1% | -41.8% |
| 1Y | -56.6% | +99.5% | -156.1% | -65.3% |
| All | -80.3% | +194.9% | -275.2% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling