-83.9%
FIG vs IR
+0.7%
-84.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -4.3% |
| 7D | -11.4% | +1.5% | -12.9% | -11.3% |
| 30D | -17.2% | +9.0% | -26.2% | -14.9% |
| 3M | -26.6% | -0.9% | -25.8% | -26.8% |
| 6M | -9.8% | +13.4% | -23.2% | -5.1% |
| YTD | -50.1% | +8.5% | -58.6% | -48.0% |
| 1Y | -58.1% | +11.3% | -69.3% | -55.9% |
| All | -83.9% | +0.7% | -84.6% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling