-32.6%
FND vs IRE
-97.8%
+65.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.5% | +9.1% | -4.1% |
| 7D | -5.1% | +11.1% | -16.2% | -5.4% |
| 30D | +9.2% | -75.2% | +84.3% | +11.6% |
| 3M | -17.7% | -86.4% | +68.7% | -14.9% |
| 6M | +2.5% | -94.8% | +97.3% | +8.2% |
| YTD | -19.8% | -93.3% | +73.5% | -18.5% |
| 1Y | -22.7% | -97.5% | +74.8% | -20.4% |
| All | -32.6% | -97.8% | +65.2% | -30.8% |
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 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