-80.3%
FIG vs ITW
+9.6%
-90.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.9% |
| 7D | -16.4% | -0.4% | -15.9% | -16.5% |
| 30D | -2.3% | -9.4% | +7.1% | -6.7% |
| 3M | +7.8% | +7.1% | +0.7% | +14.5% |
| 6M | -21.8% | -1.9% | -20.0% | -20.0% |
| YTD | -39.1% | +10.4% | -49.6% | -35.3% |
| 1Y | -56.6% | +3.3% | -59.9% | -56.2% |
| All | -80.3% | +9.6% | -90.0% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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