+22.5%
FIGR vs IFF
+34.5%
-12.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.3% |
| 7D | +14.9% | -3.0% | +17.9% | +15.0% |
| 30D | +32.3% | -0.9% | +33.2% | +32.2% |
| 3M | +34.8% | +11.8% | +23.0% | +34.6% |
| 6M | +16.8% | +16.5% | +0.3% | +16.1% |
| YTD | -6.7% | +26.5% | -33.2% | -5.2% |
| All | +22.5% | +34.5% | -12.0% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling