+23.9%
IP vs FGI
-4.4%
+28.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.4% | +2.2% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | -10.9% | +65.4% | -76.3% | -11.2% |
| 3M | +11.2% | +23.5% | -12.3% | +10.8% |
| 6M | -10.2% | +60.5% | -70.8% | -10.4% |
| YTD | -2.0% | +30.0% | -32.0% | -2.3% |
| 1Y | -19.1% | +82.1% | -101.2% | -18.0% |
| All | +23.9% | -4.4% | +28.3% | +30.8% |
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