-65.9%
FIG vs IRE
-97.5%
+31.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.1% | -10.3% | +2.0% |
| 7D | -14.3% | -15.1% | +0.9% | -14.5% |
| 30D | -13.6% | -71.4% | +57.7% | -15.5% |
| 3M | -23.7% | -81.2% | +57.4% | -25.8% |
| 6M | -5.4% | -93.7% | +88.4% | -7.5% |
| YTD | -49.2% | -92.2% | +43.0% | -53.1% |
| 1Y | -57.4% | -97.3% | +39.9% | -59.7% |
| All | -65.9% | -97.5% | +31.5% | -67.9% |
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