-80.9%
FIG vs IFF
+21.3%
-102.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.2% |
| 7D | -14.5% | -3.0% | -11.4% | -14.4% |
| 30D | -13.3% | -0.9% | -12.4% | -13.3% |
| 3M | +7.4% | +11.8% | -4.4% | +8.5% |
| 6M | -27.8% | +16.5% | -44.3% | -26.9% |
| YTD | -41.1% | +26.5% | -67.6% | -41.6% |
| 1Y | -58.7% | +32.7% | -91.4% | -59.7% |
| All | -80.9% | +21.3% | -102.3% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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