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  • IRE vs FIGR✓SelectedUSD · FIGRIRE vs FIGR performance historyLatest closeAs of+10.24%09/08
Stock and ETF performance explorer

IRE vs FIGR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-82.0%
FIGR return
-5.3%
Excess return
-76.7%
Maximum drawdown
-95.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioFIGRExcessAlpha
1D+10.2%+6.4%+3.8%+5.5%
7D+58.9%+13.5%+45.4%+44.8%
30D+17.2%+33.7%-16.5%-4.3%
3M-58.6%+37.3%-96.0%-66.1%
6M-23.5%+25.5%-49.0%-38.6%
YTD-47.4%-6.3%-41.1%-56.2%
All-82.0%-5.3%-76.7%-85.2%

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