-22.1%
IP vs FIGR
-36.9%
+14.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +0.5% |
| 7D | -5.1% | +5.3% | -10.4% | -5.3% |
| 30D | +8.5% | -17.9% | +26.4% | +9.2% |
| 3M | -13.8% | -20.5% | +6.7% | -13.2% |
| 6M | +5.7% | -40.2% | +45.9% | +7.1% |
| YTD | -9.1% | -44.4% | +35.2% | -7.7% |
| 1Y | -0.8% | -36.3% | +35.5% | +0.3% |
| All | -22.1% | -36.9% | +14.8% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling