-97.6%
IRE vs FIGR
-42.2%
-55.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.8% | -11.0% | -11.8% |
| 7D | -41.9% | +5.6% | -47.5% | -42.7% |
| 30D | -75.1% | -18.2% | -56.9% | -69.5% |
| 3M | -82.4% | -19.0% | -63.4% | -77.8% |
| 6M | -95.5% | -38.0% | -57.6% | -93.2% |
| YTD | -93.1% | -42.9% | -50.2% | -91.1% |
| 1Y | -97.8% | -37.9% | -59.9% | -97.3% |
| All | -97.6% | -42.2% | -55.4% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling