+35.4%
IFF vs FGI
+45.2%
-9.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -9.8% | -4.1% | -5.7% | -9.7% |
| 30D | -1.6% | -3.4% | +1.7% | -1.6% |
| 3M | -1.8% | +61.8% | -63.6% | -2.6% |
| 6M | +3.6% | +17.0% | -13.4% | +3.2% |
| YTD | +25.4% | +31.4% | -6.0% | +24.2% |
| 1Y | +35.4% | +42.7% | -7.2% | +31.6% |
| All | +35.4% | +45.2% | -9.7% | +31.6% |
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