-32.8%
FPS vs IRE
-92.0%
+59.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +39.6% | -32.6% | -2.4% |
| 7D | -24.5% | -27.2% | +2.6% | -20.2% |
| 30D | -52.1% | -75.1% | +23.0% | -37.9% |
| 3M | -48.4% | -77.9% | +29.5% | -33.5% |
| 6M | -54.4% | -94.6% | +40.2% | -32.0% |
| All | -32.8% | -92.0% | +59.2% | -16.4% |
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