-57.0%
FIG vs IP
-7.8%
-49.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | -13.1% | +6.7% | -19.7% | -13.1% |
| 3M | -20.3% | -16.6% | -3.8% | -20.0% |
| 6M | -2.1% | +6.0% | -8.1% | -0.4% |
| YTD | -49.4% | -10.7% | -38.7% | -49.2% |
| 1Y | -57.0% | -6.7% | -50.3% | -57.8% |
| All | -57.0% | -7.8% | -49.2% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling