+3.6%
FRSH vs IRE
-84.0%
+87.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.8% | +5.4% | -1.6% |
| 7D | -9.6% | +29.0% | -38.6% | -9.0% |
| 30D | -0.4% | +24.2% | -24.6% | +0.4% |
| 3M | +27.2% | -53.2% | +80.3% | +28.0% |
| 6M | +42.2% | -36.0% | +78.2% | +43.8% |
| YTD | -2.6% | -51.0% | +48.4% | -1.5% |
| All | +3.6% | -84.0% | +87.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling