-29.5%
IFF vs FGI
-66.8%
+37.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.5% |
| 7D | -3.2% | +12.1% | -15.3% | -3.2% |
| 30D | -0.3% | +75.7% | -76.0% | -1.1% |
| 3M | +8.4% | +31.7% | -23.3% | +7.8% |
| 6M | +23.0% | +111.5% | -88.4% | +21.4% |
| YTD | +25.5% | +45.8% | -20.3% | +24.1% |
| 1Y | +29.1% | +112.5% | -83.5% | +27.1% |
| 3Y | +31.7% | +8.5% | +23.2% | +31.4% |
| All | -29.5% | -66.8% | +37.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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