-39.8%
FIGR vs IAG
+56.5%
-96.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.2% | -6.1% | +1.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | -17.6% | -5.3% | -12.3% | -16.3% |
| 3M | -16.7% | +18.0% | -34.8% | -18.5% |
| 6M | -36.1% | +7.1% | -43.2% | -36.3% |
| YTD | -43.6% | +5.9% | -49.6% | -42.9% |
| 1Y | -39.8% | +59.4% | -99.2% | -47.2% |
| All | -39.8% | +56.5% | -96.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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