-25.9%
FPS vs IRE
-93.5%
+67.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -15.8% | +10.9% | -1.2% |
| 7D | -20.9% | -41.9% | +21.0% | -11.7% |
| 30D | -46.3% | -75.1% | +28.7% | -29.9% |
| 3M | -42.9% | -82.4% | +39.5% | -22.4% |
| 6M | -46.8% | -95.5% | +48.7% | -17.1% |
| All | -25.9% | -93.5% | +67.5% | -3.7% |
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