+5.0%
FRSH vs IRE
-97.5%
+102.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.1% | -10.4% | +1.9% |
| 7D | -8.9% | -15.1% | +6.2% | -8.8% |
| 30D | -13.2% | -71.4% | +58.1% | -14.7% |
| 3M | +0.9% | -81.2% | +82.1% | -1.4% |
| 6M | +40.3% | -93.7% | +134.0% | +37.1% |
| YTD | -1.4% | -92.2% | +90.8% | -3.3% |
| 1Y | +3.8% | -97.3% | +101.0% | +1.3% |
| All | +5.0% | -97.5% | +102.4% | +2.4% |
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