-34.1%
FND vs IRE
-98.1%
+64.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.4% | +12.2% | -2.0% |
| 7D | -6.8% | -31.8% | +25.0% | -6.3% |
| 30D | +8.0% | -71.8% | +79.7% | +9.9% |
| 3M | -18.9% | -88.9% | +70.0% | -15.9% |
| 6M | +4.7% | -95.4% | +100.0% | +10.5% |
| YTD | -21.6% | -94.2% | +72.7% | -20.1% |
| 1Y | -22.0% | -97.1% | +75.1% | -20.0% |
| All | -34.1% | -98.1% | +64.0% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling