-80.3%
FIG vs IR
-11.9%
-68.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.0% | -6.2% |
| 7D | -16.4% | +0.6% | -17.0% | -16.2% |
| 30D | -2.3% | -13.6% | +11.3% | -6.6% |
| 3M | +7.8% | +3.7% | +4.1% | +10.4% |
| 6M | -21.8% | -13.1% | -8.8% | -24.6% |
| YTD | -39.1% | -5.1% | -34.0% | -39.1% |
| 1Y | -56.6% | -6.5% | -50.2% | -57.7% |
| All | -80.3% | -11.9% | -68.4% | -81.1% |
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