+21.4%
FRSH vs IRE
-97.6%
+119.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -23.2% | +16.9% | -6.7% |
| 7D | -13.8% | -46.8% | +33.0% | -14.8% |
| 30D | +0.3% | -75.5% | +75.8% | -2.6% |
| 3M | +10.1% | -79.4% | +89.5% | +7.0% |
| 6M | +47.7% | -91.3% | +138.9% | +43.8% |
| YTD | +8.2% | -90.8% | +99.1% | +6.4% |
| 1Y | +21.4% | -97.7% | +119.2% | +17.8% |
| All | +21.4% | -97.6% | +119.0% | +17.8% |
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