-79.1%
FIG vs IAG
+200.3%
-279.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.3% |
| 7D | -16.3% | -0.5% | -15.8% | -16.3% |
| 30D | -14.3% | +28.9% | -43.2% | -14.4% |
| 3M | +7.2% | +19.1% | -12.0% | +7.5% |
| 6M | -18.6% | -10.3% | -8.4% | -16.4% |
| YTD | -35.5% | +24.2% | -59.7% | -38.3% |
| 1Y | -55.8% | +116.5% | -172.3% | -66.2% |
| All | -79.1% | +200.3% | -279.4% | -86.7% |
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