-80.9%
FIG vs IAG
+201.2%
-282.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.3% |
| 7D | -14.5% | +1.7% | -16.1% | -14.5% |
| 30D | -13.3% | +11.4% | -24.8% | -13.3% |
| 3M | +7.4% | +33.0% | -25.6% | +7.2% |
| 6M | -27.8% | -6.0% | -21.8% | -26.2% |
| YTD | -41.1% | +24.6% | -65.7% | -43.7% |
| 1Y | -58.7% | +105.0% | -163.7% | -67.1% |
| All | -80.9% | +201.2% | -282.1% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling