+25.6%
IFF vs FGI
+51.2%
-25.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -2.8% |
| 7D | -6.9% | +13.5% | -20.4% | -7.0% |
| 30D | -8.9% | +17.1% | -26.0% | -9.0% |
| 3M | -3.7% | +78.0% | -81.7% | -4.6% |
| 6M | +3.5% | +46.4% | -43.0% | +2.7% |
| YTD | +21.2% | +47.7% | -26.5% | +19.9% |
| 1Y | +25.6% | +56.8% | -31.2% | +21.3% |
| All | +25.6% | +51.2% | -25.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling