-97.7%
IRE vs FDS
+31.1%
-128.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.9% | -26.1% | -20.5% |
| 7D | -46.8% | +9.4% | -56.3% | -40.6% |
| 30D | -75.5% | +23.8% | -99.3% | -69.1% |
| 3M | -79.4% | +25.1% | -104.5% | -73.6% |
| 6M | -91.3% | +53.8% | -145.1% | -86.2% |
| YTD | -90.8% | +19.6% | -110.4% | -89.5% |
| 1Y | -97.7% | +31.6% | -129.4% | -96.7% |
| All | -97.7% | +31.1% | -128.9% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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