-52.0%
FIG vs IP
-5.8%
-46.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -9.5% | +7.9% | -17.4% | -9.6% |
| 3M | -26.2% | -15.3% | -10.9% | -26.0% |
| 6M | +2.7% | +10.5% | -7.8% | +4.3% |
| YTD | -48.0% | -9.4% | -38.6% | -47.6% |
| 1Y | -52.0% | -4.6% | -47.4% | -53.0% |
| All | -52.0% | -5.8% | -46.2% | -53.0% |
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