+18.5%
ICE vs FIGR
-30.4%
+48.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.4% |
| 7D | +3.6% | +11.0% | -7.4% | +3.2% |
| 30D | +15.1% | +0.7% | +14.4% | +15.0% |
| 3M | +15.4% | -20.9% | +36.3% | +16.0% |
| 6M | +16.1% | -37.7% | +53.9% | +17.5% |
| YTD | +11.4% | -38.2% | +49.6% | +12.8% |
| 1Y | +18.5% | -27.1% | +45.5% | +21.1% |
| All | +18.5% | -30.4% | +48.9% | +21.1% |
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