+23.0%
FIGR vs IAG
+84.8%
-61.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.8% |
| 7D | +13.5% | +4.3% | +9.3% | +12.4% |
| 30D | +33.7% | +9.8% | +23.9% | +31.4% |
| 3M | +37.3% | +28.9% | +8.4% | +30.1% |
| 6M | +25.5% | -7.6% | +33.1% | +23.6% |
| YTD | -6.3% | +22.0% | -28.3% | -11.6% |
| All | +23.0% | +84.8% | -61.8% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling