+37.0%
FTV vs IRE
-98.1%
+135.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | 0.0% |
| 7D | +3.9% | -31.8% | +35.7% | +3.5% |
| 30D | +18.7% | -71.8% | +90.4% | +17.4% |
| 3M | +10.0% | -88.9% | +98.9% | +7.8% |
| 6M | +14.6% | -95.4% | +109.9% | +11.8% |
| YTD | +23.4% | -94.2% | +117.7% | +21.8% |
| 1Y | +31.3% | -97.1% | +128.4% | +28.5% |
| All | +37.0% | -98.1% | +135.2% | +33.7% |
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