+26.2%
IVZ vs FIGR
-34.3%
+60.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.9% | -1.1% | +5.5% |
| 7D | +4.1% | +12.5% | -8.4% | +2.2% |
| 30D | -2.0% | -14.1% | +12.1% | -0.1% |
| 3M | -7.8% | -14.3% | +6.5% | -6.8% |
| 6M | +6.3% | -34.8% | +41.1% | +10.5% |
| YTD | +12.6% | -40.0% | +52.5% | +16.8% |
| All | +26.2% | -34.3% | +60.5% | +31.4% |
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