-13.3%
IBM vs FIGR
-41.8%
+28.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.6% |
| 7D | +0.4% | -1.3% | +1.8% | +0.5% |
| 30D | +14.8% | -17.6% | +32.4% | +15.3% |
| 3M | +8.9% | -16.7% | +25.6% | +9.4% |
| 6M | +12.4% | -36.1% | +48.6% | +13.3% |
| YTD | -12.4% | -43.6% | +31.2% | -12.3% |
| 1Y | -13.3% | -39.8% | +26.6% | -13.6% |
| All | -13.3% | -41.8% | +28.6% | -13.6% |
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 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