-83.7%
IRE vs FDS
+6.0%
-89.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.5% | +17.5% | +11.1% |
| 7D | +54.8% | -1.9% | +56.7% | +52.4% |
| 30D | +18.4% | +9.0% | +9.4% | +27.6% |
| 3M | -66.7% | +18.9% | -85.6% | -59.7% |
| 6M | -52.3% | +35.1% | -87.4% | -36.7% |
| YTD | -52.3% | +5.5% | -57.8% | -50.2% |
| All | -83.7% | +6.0% | -89.7% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling