-80.3%
FIG vs IT
-49.7%
-30.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.4% | +1.7% | -1.6% |
| 7D | -16.4% | -9.1% | -7.2% | -11.9% |
| 30D | -2.3% | -7.0% | +4.7% | +1.7% |
| 3M | +7.8% | +7.6% | +0.2% | +2.2% |
| 6M | -21.8% | +2.1% | -24.0% | -24.4% |
| YTD | -39.1% | -31.6% | -7.5% | -33.1% |
| 1Y | -56.6% | -29.9% | -26.7% | -53.0% |
| All | -80.3% | -49.7% | -30.6% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling