-88.0%
FRMI vs IRE
-98.1%
+10.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -14.4% | +41.1% | +30.4% |
| 7D | +66.2% | -31.8% | +98.1% | +80.5% |
| 30D | -17.4% | -71.8% | +54.3% | +7.3% |
| 3M | -60.5% | -88.9% | +28.5% | -35.8% |
| 6M | -56.5% | -95.4% | +38.9% | -23.9% |
| YTD | -67.4% | -94.2% | +26.9% | -56.6% |
| 1Y | -85.1% | -97.1% | +12.0% | -76.0% |
| All | -88.0% | -98.1% | +10.1% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling