-97.8%
IRE vs FDS
+26.7%
-124.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.2% | -15.6% | -16.0% |
| 7D | -41.9% | -2.0% | -39.9% | -42.2% |
| 30D | -75.1% | +13.5% | -88.6% | -71.0% |
| 3M | -82.4% | +15.2% | -97.6% | -78.9% |
| 6M | -95.5% | +47.0% | -142.6% | -93.3% |
| YTD | -93.1% | +13.9% | -106.9% | -92.4% |
| 1Y | -97.8% | +25.2% | -123.0% | -96.7% |
| All | -97.8% | +26.7% | -124.4% | -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