-83.2%
FIG vs IP
-26.2%
-57.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.8% |
| 7D | -12.6% | -3.0% | -9.6% | -12.3% |
| 30D | -13.8% | +10.6% | -24.4% | -14.5% |
| 3M | -16.7% | -13.6% | -3.1% | -16.2% |
| 6M | -6.1% | +10.4% | -16.5% | -5.9% |
| YTD | -48.1% | -6.5% | -41.6% | -47.6% |
| 1Y | -56.2% | -2.1% | -54.0% | -56.5% |
| All | -83.2% | -26.2% | -57.0% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling