-19.1%
IP vs FGI
+81.8%
-100.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.4% | +2.1% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | -10.9% | +65.4% | -76.3% | -12.8% |
| 3M | +11.2% | +23.5% | -12.3% | +9.4% |
| 6M | -10.2% | +60.5% | -70.8% | -13.4% |
| YTD | -2.0% | +30.0% | -32.0% | -5.0% |
| 1Y | -19.1% | +82.1% | -101.2% | -22.7% |
| All | -19.1% | +81.8% | -100.9% | -22.7% |
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