+52.1%
IBB vs FIGR
-32.8%
+84.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.3% |
| 7D | -1.4% | +5.1% | -6.4% | -1.6% |
| 30D | +6.8% | -15.0% | +21.8% | +7.3% |
| 3M | +9.2% | -13.1% | +22.3% | +9.7% |
| 6M | +28.3% | -37.9% | +66.3% | +29.9% |
| YTD | +29.4% | -40.8% | +70.1% | +29.2% |
| 1Y | +33.2% | -33.1% | +66.3% | +32.4% |
| All | +52.1% | -32.8% | +84.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling