-84.0%
FIG vs IP
-28.9%
-55.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.0% | -12.7% | -16.2% |
| 7D | -17.4% | -5.0% | -12.4% | -16.8% |
| 30D | -15.9% | +6.5% | -22.4% | -16.2% |
| 3M | -34.5% | -18.0% | -16.5% | -33.6% |
| 6M | -5.0% | +10.3% | -15.4% | -4.7% |
| YTD | -50.7% | -9.9% | -40.8% | -49.9% |
| 1Y | -58.1% | -1.1% | -57.0% | -58.7% |
| All | -84.0% | -28.9% | -55.1% | -83.4% |
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