+3.2%
ITW vs FIGR
-3.1%
+6.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.8% | +1.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.8% |
| 30D | -8.3% | +13.7% | -22.0% | -8.2% |
| 3M | +6.0% | +23.9% | -17.8% | +6.3% |
| 6M | 0.0% | -8.4% | +8.4% | -0.2% |
| YTD | +10.2% | -14.6% | +24.8% | +10.0% |
| 1Y | +3.2% | +12.1% | -8.9% | +3.7% |
| All | +3.2% | -3.1% | +6.4% | +3.7% |
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