-2.5%
FIG vs IRE
-93.7%
+91.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +39.6% | -37.6% | +4.0% |
| 7D | -13.1% | -27.2% | +14.1% | -14.5% |
| 30D | -13.0% | -75.1% | +62.1% | -20.8% |
| 3M | -21.5% | -77.9% | +56.3% | -27.7% |
| 6M | -2.5% | -94.6% | +92.1% | -16.0% |
| All | -2.5% | -93.7% | +91.2% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling