-27.2%
IFF vs FGI
-70.4%
+43.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.2% |
| 7D | -1.8% | +0.5% | -2.4% | -1.8% |
| 30D | -2.0% | +65.4% | -67.4% | -2.7% |
| 3M | +18.5% | +23.5% | -5.0% | +17.9% |
| 6M | +11.7% | +60.5% | -48.9% | +10.4% |
| YTD | +29.6% | +30.0% | -0.4% | +28.3% |
| 1Y | +35.0% | +82.1% | -47.1% | +33.0% |
| 3Y | +32.3% | -4.4% | +36.7% | +32.2% |
| All | -27.2% | -70.4% | +43.2% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling