-97.7%
IRE vs FGI
+38.7%
-136.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -5.0% | -18.2% | -22.9% |
| 7D | -46.8% | +3.3% | -50.2% | -46.9% |
| 30D | -75.5% | -2.0% | -73.5% | -75.5% |
| 3M | -79.4% | +60.3% | -139.7% | -81.0% |
| 6M | -91.3% | +0.7% | -92.0% | -91.6% |
| YTD | -90.8% | +30.2% | -121.0% | -92.4% |
| 1Y | -97.7% | +44.4% | -142.1% | -98.6% |
| All | -97.7% | +38.7% | -136.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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