-97.5%
IRE vs FDS
+23.2%
-120.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.9% | -12.6% | -14.4% |
| 7D | +11.1% | -2.6% | +13.7% | +8.9% |
| 30D | -75.2% | +14.1% | -89.2% | -71.1% |
| 3M | -86.4% | +19.8% | -106.1% | -83.2% |
| 6M | -94.8% | +55.0% | -149.8% | -92.0% |
| YTD | -93.3% | +15.9% | -109.2% | -92.5% |
| 1Y | -97.5% | +24.2% | -121.7% | -96.5% |
| All | -97.5% | +23.2% | -120.7% | -96.5% |
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