-79.9%
FIG vs IT
-47.7%
-32.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.3% | -0.5% | +1.9% |
| 7D | -3.8% | -3.7% | -0.2% | -1.8% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | +20.0% | +20.7% | -0.7% | +7.1% |
| 6M | -16.7% | +12.0% | -28.6% | -22.7% |
| YTD | -37.9% | -28.8% | -9.1% | -33.2% |
| 1Y | -58.5% | -25.5% | -33.0% | -56.3% |
| All | -79.9% | -47.7% | -32.2% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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