-97.1%
IRE vs FDS
+15.1%
-112.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -3.7% | +43.3% | +36.0% |
| 7D | -27.2% | -0.5% | -26.7% | -25.7% |
| 30D | -75.1% | +20.2% | -95.3% | -69.6% |
| 3M | -77.9% | +19.9% | -97.7% | -72.8% |
| 6M | -94.6% | +56.2% | -150.7% | -91.7% |
| YTD | -91.5% | +14.6% | -106.1% | -90.1% |
| 1Y | -97.8% | +31.6% | -129.4% | -97.1% |
| All | -97.1% | +15.1% | -112.2% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling