-79.1%
FIG vs IT
-45.7%
-33.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -1.8% |
| 7D | -16.3% | -6.0% | -10.3% | -13.5% |
| 30D | -14.3% | 0.0% | -14.3% | -14.2% |
| 3M | +7.2% | +13.1% | -5.9% | -1.3% |
| 6M | -18.6% | +11.7% | -30.3% | -24.8% |
| YTD | -35.5% | -26.1% | -9.4% | -32.0% |
| 1Y | -55.8% | -21.3% | -34.5% | -54.7% |
| All | -79.1% | -45.7% | -33.4% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling