+44.9%
IBKR vs FIGR
-3.1%
+48.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.0% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | -0.2% | +13.7% | -13.9% | -2.5% |
| 3M | +3.0% | +23.9% | -20.9% | -1.2% |
| 6M | +33.9% | -8.4% | +42.3% | +33.4% |
| YTD | +42.5% | -14.6% | +57.1% | +37.3% |
| 1Y | +44.9% | +12.1% | +32.8% | +38.6% |
| All | +44.9% | -3.1% | +48.0% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling