+4.1%
FE vs IRE
-98.0%
+102.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -33.9% | +33.8% | -0.4% |
| 7D | +0.6% | -57.1% | +57.7% | +0.1% |
| 30D | +6.4% | -84.4% | +90.8% | +5.5% |
| 3M | -0.5% | -85.0% | +84.5% | -1.3% |
| 6M | +4.7% | -95.2% | +100.0% | +3.7% |
| YTD | +8.4% | -93.9% | +102.3% | +7.6% |
| 1Y | +7.2% | -98.8% | +106.1% | +5.5% |
| All | +4.1% | -98.0% | +102.1% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling