+3.3%
FE vs IRE
-84.4%
+87.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -0.5% |
| 7D | +1.9% | +54.8% | -52.8% | +2.2% |
| 30D | -1.2% | +18.4% | -19.6% | -1.0% |
| 3M | +3.5% | -66.7% | +70.2% | +3.5% |
| 6M | -6.1% | -52.3% | +46.3% | -6.1% |
| YTD | +7.6% | -52.3% | +59.9% | +7.8% |
| All | +3.3% | -84.4% | +87.8% | +3.4% |
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