-74.5%
FRMI vs IRE
-84.0%
+9.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.8% | +3.7% | -1.4% |
| 7D | +15.9% | +29.0% | -13.1% | +8.5% |
| 30D | -6.0% | +24.2% | -30.2% | -12.5% |
| 3M | -1.6% | -53.2% | +51.6% | +6.2% |
| 6M | -30.7% | -36.0% | +5.3% | -40.0% |
| YTD | -30.9% | -51.0% | +20.1% | -43.3% |
| All | -74.5% | -84.0% | +9.5% | -72.9% |
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