-61.9%
FPS vs INIO
-54.6%
-7.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +8.3% | +7.7% | +9.2% |
| 7D | -8.0% | -9.1% | +1.2% | +0.5% |
| 30D | -43.5% | -24.7% | -18.9% | -28.5% |
| 3M | -41.6% | -45.5% | +3.9% | -10.4% |
| All | -61.9% | -54.6% | -7.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling