-97.5%
IRE vs FIGR
-29.5%
-68.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.1% | -19.6% | -18.4% |
| 7D | +11.1% | +22.8% | -11.7% | -5.0% |
| 30D | -75.2% | -5.8% | -69.4% | -73.1% |
| 3M | -86.4% | -16.3% | -70.0% | -83.7% |
| 6M | -94.8% | -35.0% | -59.8% | -92.7% |
| YTD | -93.3% | -37.1% | -56.1% | -92.2% |
| 1Y | -97.5% | -31.2% | -66.3% | -97.2% |
| All | -97.5% | -29.5% | -68.0% | -97.2% |
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