-98.0%
IRE vs FDS
+16.8%
-114.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.3% | -14.7% | -14.1% |
| 7D | -31.8% | +1.5% | -33.3% | -31.2% |
| 30D | -71.8% | +14.8% | -86.6% | -67.0% |
| 3M | -88.9% | +16.3% | -105.2% | -86.7% |
| 6M | -95.4% | +66.2% | -161.6% | -92.7% |
| YTD | -94.2% | +16.2% | -110.5% | -93.2% |
| 1Y | -97.1% | +21.8% | -118.9% | -96.4% |
| All | -98.0% | +16.8% | -114.8% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling