+82.3%
FTI vs IRE
-98.1%
+180.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.4% | +16.4% | +2.3% |
| 7D | +4.3% | -31.8% | +36.2% | +4.8% |
| 30D | -4.7% | -71.8% | +67.1% | -3.8% |
| 3M | -13.5% | -88.9% | +75.4% | -12.5% |
| 6M | -8.7% | -95.4% | +86.6% | -6.7% |
| YTD | +49.0% | -94.2% | +143.2% | +48.0% |
| 1Y | +54.0% | -97.1% | +151.1% | +54.5% |
| All | +82.3% | -98.1% | +180.4% | +83.3% |
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 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