-97.7%
IRE vs FIGR
-41.8%
-55.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.2% | -27.4% | -26.4% |
| 7D | -46.8% | -1.3% | -45.5% | -46.5% |
| 30D | -75.5% | -17.6% | -57.9% | -71.5% |
| 3M | -79.4% | -16.7% | -62.7% | -75.7% |
| 6M | -91.3% | -36.1% | -55.1% | -87.6% |
| YTD | -90.8% | -43.6% | -47.2% | -88.9% |
| 1Y | -97.7% | -39.8% | -57.9% | -97.3% |
| All | -97.7% | -41.8% | -55.9% | -97.3% |
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