-97.1%
IRE vs FIGR
-43.8%
-53.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +8.7% | +30.9% | +32.4% |
| 7D | -27.2% | +5.3% | -32.5% | -27.8% |
| 30D | -75.1% | -17.9% | -57.2% | -69.6% |
| 3M | -77.9% | -20.5% | -57.3% | -71.6% |
| 6M | -94.6% | -40.2% | -54.4% | -91.6% |
| YTD | -91.5% | -44.4% | -47.2% | -89.0% |
| 1Y | -97.8% | -36.3% | -61.5% | -97.4% |
| All | -97.1% | -43.8% | -53.4% | -96.3% |
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 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