+1.6%
ITW vs FIGR
+5.9%
-4.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.8% |
| 7D | -1.9% | +14.9% | -16.7% | -1.8% |
| 30D | -10.4% | +32.3% | -42.6% | -10.1% |
| 3M | +3.5% | +34.8% | -31.3% | +3.9% |
| 6M | -3.4% | +16.8% | -20.2% | -3.1% |
| YTD | +8.5% | -6.7% | +15.2% | +8.4% |
| All | +1.6% | +5.9% | -4.3% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling