+22.0%
IWM vs FIGR
+5.9%
+16.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.1% | +14.9% | -16.0% | -2.2% |
| 30D | -3.1% | +32.3% | -35.4% | -5.4% |
| 3M | +2.2% | +34.8% | -32.6% | -0.6% |
| 6M | +15.1% | +16.8% | -1.7% | +12.5% |
| YTD | +18.6% | -6.7% | +25.2% | +15.2% |
| All | +22.0% | +5.9% | +16.1% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling