+1.8%
IVZ vs FIGR
-32.9%
+34.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.9% |
| 7D | +5.1% | +22.8% | -17.7% | +0.3% |
| 30D | -1.6% | -5.8% | +4.2% | -1.1% |
| 3M | -9.1% | -16.3% | +7.2% | -8.4% |
| 6M | +1.8% | -35.0% | +36.8% | +6.6% |
| All | +1.8% | -32.9% | +34.7% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling