-23.6%
FPS vs IRE
-93.7%
+70.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -13.5% | +3.7% | -6.6% |
| 7D | +21.6% | +11.1% | +10.5% | +17.1% |
| 30D | -38.8% | -75.2% | +36.4% | -19.6% |
| 3M | -42.1% | -86.4% | +44.2% | -16.8% |
| 6M | -48.5% | -94.8% | +46.3% | -20.6% |
| All | -23.6% | -93.7% | +70.0% | +0.3% |
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