Interim observation
Weekly Observations
The read between monthly reports: portfolio and benchmark return for each completed week, on the same currency basis as the monthly record.
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Supplementary by design
Weeks do not divide into calendar months, so no cumulative return, risk measure or ratio on this website is computed from the weekly series. Every such figure is compounded from the monthly record, and the two are reconciled before publication.
Report structure
What a week states
| Field | Definition | Latest |
|---|---|---|
| Week ending | — | |
| Portfolio Return | Reported as a percentage on a stated currency basis. | — |
| Benchmark Return | Reported as a percentage on a stated currency basis. | — |
| Relative Alpha | Portfolio Return − Benchmark Return, for the week | — |
| Month to Date | The weeks so far in the current month, compounded. Superseded by the monthly report when the month closes. | — |
| Note | Written commentary from the FIBCOS Research Desk. | — |
Why it is supplementary
01A week is an observation, not a reporting period
02No cumulative return is compounded from weeks
03No risk measure or ratio is computed from weeks
04Month to date is superseded when the month closes
05Weeks are reconciled against the monthly record before publication
Archive
Weeks observed
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Weekly observations are published for each FIBCOS Alpha Portfolio that has reached live inception, from the first full week after inception.