-2.0%
IEF vs FIGR
-41.8%
+39.9%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | +0.5% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | +3.1% | -17.6% | +20.7% | +3.1% |
| 3M | -1.4% | -16.7% | +15.4% | -1.2% |
| 6M | -1.6% | -36.1% | +34.6% | -1.5% |
| YTD | -2.1% | -43.6% | +41.5% | -2.0% |
| 1Y | -2.0% | -39.8% | +37.9% | -1.7% |
| All | -2.0% | -41.8% | +39.9% | -1.7% |
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