-9.5%
ICE vs FIGR
-3.1%
-6.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.2% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | +4.0% | +13.7% | -9.6% | +3.5% |
| 3M | +13.7% | +23.9% | -10.2% | +12.6% |
| 6M | +0.9% | -8.4% | +9.4% | +0.6% |
| YTD | -2.1% | -14.6% | +12.5% | -2.1% |
| 1Y | -9.5% | +12.1% | -21.6% | -6.8% |
| All | -9.5% | -3.1% | -6.4% | -6.8% |
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