-97.9%
IRE vs FDS
+19.5%
-117.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -0.5% | -33.4% | -34.4% |
| 7D | -57.1% | +6.4% | -63.5% | -53.7% |
| 30D | -84.4% | +25.2% | -109.6% | -80.4% |
| 3M | -85.0% | +22.9% | -107.9% | -81.2% |
| 6M | -95.2% | +56.5% | -151.8% | -92.6% |
| YTD | -93.9% | +19.0% | -112.9% | -92.7% |
| 1Y | -98.8% | +32.7% | -131.5% | -98.5% |
| All | -97.9% | +19.5% | -117.5% | -97.5% |
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 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