-39.8%
FIGR vs IFF
+44.8%
-84.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +4.0% |
| 7D | -1.3% | -3.3% | +2.0% | -1.5% |
| 30D | -17.6% | +5.3% | -22.9% | -17.9% |
| 3M | -16.7% | +8.9% | -25.6% | -17.2% |
| 6M | -36.1% | +26.3% | -62.5% | -35.7% |
| YTD | -43.6% | +32.2% | -75.8% | -41.7% |
| 1Y | -39.8% | +45.8% | -85.6% | -30.7% |
| All | -39.8% | +44.8% | -84.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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