-2.1%
FN vs IRE
-84.4%
+82.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -10.8% | +1.0% |
| 7D | -1.7% | +54.8% | -56.5% | -8.4% |
| 30D | -22.0% | +18.4% | -40.4% | -24.8% |
| 3M | -43.0% | -66.7% | +23.7% | -37.8% |
| 6M | -27.7% | -52.3% | +24.6% | -29.5% |
| YTD | -10.5% | -52.3% | +41.8% | -19.2% |
| All | -2.1% | -84.4% | +82.4% | -1.9% |
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