+36.4%
FTV vs IRE
-97.6%
+133.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -23.2% | +25.5% | +2.0% |
| 7D | +6.6% | -46.8% | +53.4% | +5.9% |
| 30D | +19.1% | -75.5% | +94.6% | +17.3% |
| 3M | +13.1% | -79.4% | +92.5% | +11.4% |
| 6M | +14.0% | -91.3% | +105.3% | +12.2% |
| YTD | +24.2% | -90.8% | +115.0% | +22.9% |
| 1Y | +36.4% | -97.7% | +134.1% | +31.6% |
| All | +36.4% | -97.6% | +133.9% | +31.6% |
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