-65.1%
FIG vs IRE
-98.1%
+33.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -14.4% | +17.2% | +2.6% |
| 7D | +3.4% | -31.8% | +35.2% | +3.0% |
| 30D | -9.5% | -71.8% | +62.3% | -11.2% |
| 3M | -26.2% | -88.9% | +62.7% | -28.8% |
| 6M | +2.7% | -95.4% | +98.0% | +0.1% |
| YTD | -48.0% | -94.2% | +46.3% | -52.1% |
| 1Y | -52.0% | -97.1% | +45.0% | -55.2% |
| All | -65.1% | -98.1% | +33.0% | -67.2% |
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