-51.7%
FIG vs IR
+11.7%
-63.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.1% |
| 7D | -4.7% | +11.6% | -16.2% | -1.9% |
| 30D | +0.5% | +7.2% | -6.6% | +2.6% |
| 3M | -18.4% | -5.9% | -12.5% | -19.4% |
| 6M | +10.9% | +11.5% | -0.6% | +15.7% |
| YTD | -40.8% | +6.3% | -47.1% | -41.4% |
| 1Y | -51.7% | +9.1% | -60.8% | -52.9% |
| All | -51.7% | +11.7% | -63.4% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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