-76.4%
FRMI vs IRE
-84.4%
+8.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +14.0% | -8.6% | +1.8% |
| 7D | +2.4% | +54.8% | -52.4% | -8.8% |
| 30D | -17.3% | +18.4% | -35.7% | -22.6% |
| 3M | -17.2% | -66.7% | +49.6% | -3.5% |
| 6M | -43.4% | -52.3% | +9.0% | -47.0% |
| YTD | -36.0% | -52.3% | +16.3% | -47.2% |
| All | -76.4% | -84.4% | +8.0% | -74.8% |
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