+4.8%
FE vs IRE
-98.1%
+103.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -17.9% | +18.0% | 0.0% |
| 7D | -0.5% | -41.9% | +41.4% | -0.7% |
| 30D | +4.3% | -75.1% | +79.4% | +3.8% |
| 3M | +0.4% | -82.4% | +82.8% | -0.1% |
| 6M | +6.9% | -95.5% | +102.5% | +6.5% |
| YTD | +8.0% | -93.1% | +101.1% | +6.9% |
| 1Y | +4.8% | -97.8% | +102.6% | +6.1% |
| All | +4.8% | -98.1% | +103.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling