+76.0%
FTI vs IRE
-97.3%
+173.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | -4.3% | -15.5% | +11.2% | -4.3% |
| 30D | -8.0% | -70.4% | +62.4% | -7.5% |
| 3M | -8.0% | -81.6% | +73.6% | -7.4% |
| 6M | -8.7% | -94.7% | +86.0% | -6.7% |
| YTD | +43.9% | -91.8% | +135.6% | +42.2% |
| 1Y | +49.8% | -97.6% | +147.4% | +50.6% |
| All | +76.0% | -97.3% | +173.3% | +76.2% |
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