-83.7%
IRE vs FGI
+29.5%
-113.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.5% | +6.4% | +13.5% |
| 7D | +54.8% | +0.5% | +54.2% | +54.7% |
| 30D | +18.4% | +65.4% | -47.0% | +11.4% |
| 3M | -66.7% | +23.5% | -90.2% | -68.1% |
| 6M | -52.3% | +60.5% | -112.8% | -61.8% |
| YTD | -52.3% | +30.0% | -82.3% | -58.2% |
| All | -83.7% | +29.5% | -113.2% | -87.0% |
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