-80.8%
FIG vs IT
-50.3%
-30.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.3% |
| 7D | -12.2% | -12.7% | +0.5% | -5.4% |
| 30D | -11.0% | -8.9% | -2.1% | -6.3% |
| 3M | +11.9% | +10.1% | +1.7% | +4.9% |
| 6M | -21.9% | +7.3% | -29.2% | -25.7% |
| YTD | -40.8% | -32.4% | -8.4% | -34.4% |
| 1Y | -56.6% | -26.6% | -30.0% | -53.6% |
| All | -80.8% | -50.3% | -30.5% | -77.4% |
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