+18.5%
IP vs FGI
+2.3%
+16.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.5% |
| 7D | +3.4% | +3.3% | +0.1% | +3.4% |
| 30D | +11.2% | -2.0% | +13.3% | +11.2% |
| 3M | -14.8% | +60.3% | -75.0% | -15.1% |
| 6M | +17.3% | +0.7% | +16.5% | +17.0% |
| YTD | -6.2% | +30.2% | -36.3% | -6.5% |
| 1Y | +2.3% | +44.4% | -42.0% | +2.4% |
| All | +18.5% | +2.3% | +16.2% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling