+22.5%
FIGR vs IAG
+88.8%
-66.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | +14.9% | +1.7% | +13.2% | +14.4% |
| 30D | +32.3% | +11.4% | +20.8% | +29.5% |
| 3M | +34.8% | +33.0% | +1.8% | +26.8% |
| 6M | +16.8% | -6.0% | +22.8% | +14.4% |
| YTD | -6.7% | +24.6% | -31.2% | -12.4% |
| All | +22.5% | +88.8% | -66.3% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling