+44.5%
IBB vs FIGR
+6.3%
+38.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.4% |
| 7D | -1.7% | +13.5% | -15.2% | -2.1% |
| 30D | +4.9% | +33.7% | -28.8% | +3.8% |
| 3M | +24.2% | +37.3% | -13.1% | +22.7% |
| 6M | +23.8% | +25.5% | -1.7% | +22.8% |
| YTD | +23.0% | -6.3% | +29.3% | +21.0% |
| All | +44.5% | +6.3% | +38.3% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling