-10.4%
ICE vs FIGR
+1.6%
-12.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.3% |
| 7D | -5.3% | +1.0% | -6.3% | -5.4% |
| 30D | +3.0% | +31.4% | -28.3% | +2.1% |
| 3M | +11.4% | +30.3% | -18.8% | +10.3% |
| 6M | -2.0% | -7.6% | +5.6% | -2.4% |
| YTD | -3.1% | -10.5% | +7.3% | -3.2% |
| All | -10.4% | +1.6% | -12.0% | -7.9% |
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