+30.4%
IBB vs FIGR
-30.4%
+60.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.3% |
| 7D | -0.5% | +11.0% | -11.5% | -1.1% |
| 30D | +4.6% | +0.7% | +3.9% | +4.3% |
| 3M | +6.8% | -20.9% | +27.7% | +7.5% |
| 6M | +23.1% | -37.7% | +60.8% | +24.3% |
| YTD | +26.0% | -38.2% | +64.3% | +24.9% |
| 1Y | +30.4% | -27.1% | +57.5% | +29.0% |
| All | +30.4% | -30.4% | +60.8% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling