+12.1%
FIGR vs IFF
+33.4%
-21.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.6% |
| 7D | -3.0% | -3.2% | +0.1% | -2.9% |
| 30D | +13.7% | -0.3% | +13.9% | +13.6% |
| 3M | +23.9% | +8.4% | +15.4% | +23.5% |
| 6M | -8.4% | +23.0% | -31.5% | -5.8% |
| YTD | -14.6% | +25.5% | -40.1% | -13.3% |
| 1Y | +12.1% | +29.1% | -17.0% | +19.5% |
| All | +12.1% | +33.4% | -21.3% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling