-83.7%
FIG vs IR
-2.7%
-81.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +2.4% |
| 7D | -13.1% | +3.7% | -16.8% | -12.2% |
| 30D | -13.0% | +7.4% | -20.4% | -10.9% |
| 3M | -21.5% | -5.9% | -15.6% | -22.9% |
| 6M | -2.5% | +5.6% | -8.1% | +0.5% |
| YTD | -49.7% | +4.8% | -54.5% | -47.9% |
| 1Y | -59.1% | +6.9% | -66.0% | -57.5% |
| All | -83.7% | -2.7% | -81.0% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling