+48.6%
FANG vs IRE
-85.3%
+133.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.8% | +9.2% | +1.2% |
| 7D | +1.2% | +7.9% | -6.7% | +1.4% |
| 30D | +2.4% | +9.3% | -6.9% | +2.7% |
| 3M | +5.1% | -52.3% | +57.4% | +4.9% |
| 6M | +16.4% | -38.5% | +54.9% | +17.2% |
| YTD | +39.0% | -54.8% | +93.8% | +40.7% |
| All | +48.6% | -85.3% | +133.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling