-80.8%
FIG vs IP
-26.0%
-54.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +5.1% |
| 7D | -4.7% | +3.4% | -8.0% | -4.9% |
| 30D | +0.5% | +11.2% | -10.7% | -0.4% |
| 3M | -18.4% | -14.8% | -3.6% | -17.8% |
| 6M | +10.9% | +17.3% | -6.4% | +10.4% |
| YTD | -40.8% | -6.2% | -34.6% | -40.3% |
| 1Y | -51.7% | +2.3% | -54.0% | -52.5% |
| All | -80.8% | -26.0% | -54.9% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling