-83.2%
FIG vs IR
-0.2%
-82.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.7% |
| 7D | +3.4% | +2.5% | +0.9% | +4.1% |
| 30D | -9.5% | +9.2% | -18.6% | -6.9% |
| 3M | -26.2% | +0.9% | -27.1% | -25.9% |
| 6M | +2.7% | +19.2% | -16.5% | +10.0% |
| YTD | -48.0% | +7.5% | -55.4% | -45.8% |
| 1Y | -52.0% | +11.7% | -63.8% | -49.3% |
| All | -83.2% | -0.2% | -82.9% | -83.2% |
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