-17.9%
FN vs IRE
-97.0%
+79.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -23.2% | +17.3% | -2.0% |
| 7D | -7.0% | -46.8% | +39.8% | +2.3% |
| 30D | -24.7% | -75.5% | +50.8% | -7.9% |
| 3M | -35.7% | -79.4% | +43.7% | -20.7% |
| 6M | -52.4% | -91.3% | +38.9% | -39.0% |
| YTD | -25.0% | -90.8% | +65.9% | -14.5% |
| 1Y | -25.7% | -97.7% | +72.1% | +0.2% |
| All | -17.9% | -97.0% | +79.1% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling