-15.3%
FPS vs IRE
-92.7%
+77.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +12.1% | +2.3% | +11.5% |
| 7D | +9.5% | -15.1% | +24.6% | +11.9% |
| 30D | -33.8% | -71.4% | +37.6% | -16.1% |
| 3M | -34.9% | -81.2% | +46.3% | -13.0% |
| 6M | -42.9% | -93.7% | +50.9% | -15.7% |
| All | -15.3% | -92.7% | +77.4% | +7.4% |
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