-92.8%
FRMI vs IRE
-97.2%
+4.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +39.6% | -37.0% | -7.9% |
| 7D | -39.8% | -27.2% | -12.7% | -37.0% |
| 30D | -60.5% | -75.1% | +14.7% | -45.9% |
| 3M | -74.6% | -77.9% | +3.2% | -65.2% |
| 6M | -71.8% | -94.6% | +22.8% | -52.1% |
| YTD | -80.4% | -91.5% | +11.2% | -76.0% |
| 1Y | -93.9% | -97.8% | +4.0% | -89.0% |
| All | -92.8% | -97.2% | +4.5% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling