+7.7%
IWF vs FIGR
+6.3%
+1.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.8% |
| 7D | +1.5% | +13.5% | -12.1% | +0.5% |
| 30D | -1.3% | +33.7% | -35.0% | -3.7% |
| 3M | +0.1% | +37.3% | -37.2% | -2.7% |
| 6M | +10.3% | +25.5% | -15.3% | +7.3% |
| YTD | +4.2% | -6.3% | +10.5% | +1.4% |
| All | +7.7% | +6.3% | +1.4% | +3.5% |
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