-57.7%
FIG vs IRE
-97.7%
+40.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +39.6% | -37.6% | +2.5% |
| 7D | -13.1% | -27.2% | +14.1% | -13.6% |
| 30D | -13.0% | -75.1% | +62.1% | -15.3% |
| 3M | -21.5% | -77.9% | +56.3% | -23.4% |
| 6M | -2.5% | -94.6% | +92.1% | -3.8% |
| YTD | -49.7% | -91.5% | +41.9% | -54.9% |
| All | -57.7% | -97.7% | +40.1% | -57.4% |
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 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