-56.7%
FIG vs IRE
-84.4%
+27.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +14.0% | -18.3% | -4.0% |
| 7D | -16.3% | +54.8% | -71.1% | -15.4% |
| 30D | -14.3% | +18.4% | -32.7% | -13.7% |
| 3M | +7.2% | -66.7% | +73.9% | +8.9% |
| 6M | -18.6% | -52.3% | +33.7% | -19.5% |
| YTD | -35.5% | -52.3% | +16.9% | -38.3% |
| All | -56.7% | -84.4% | +27.7% | -57.8% |
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