+8.1%
FPS vs IRE
-55.0%
+63.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.0% | -11.5% | -0.2% |
| 7D | +3.1% | +54.8% | -51.7% | -5.4% |
| 30D | -18.6% | +18.4% | -36.9% | -23.0% |
| 3M | -51.5% | -66.7% | +15.3% | -46.4% |
| 6M | -8.5% | -52.3% | +43.8% | -13.9% |
| All | +8.1% | -55.0% | +63.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling