+23.7%
IVZ vs FIGR
-34.7%
+58.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.5% | -1.4% |
| 7D | -2.8% | +5.1% | -7.8% | -3.5% |
| 30D | -2.2% | -15.0% | +12.9% | -0.1% |
| 3M | -8.1% | -13.1% | +5.0% | -7.3% |
| 6M | +3.8% | -37.9% | +41.7% | +8.5% |
| YTD | +11.5% | -40.8% | +52.2% | +15.8% |
| 1Y | +23.7% | -33.1% | +56.8% | +29.1% |
| All | +23.7% | -34.7% | +58.4% | +29.1% |
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