-98.8%
IRE vs FGI
+51.0%
-149.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | 0.0% | -33.9% | -33.9% |
| 7D | -57.1% | -11.6% | -45.6% | -56.7% |
| 30D | -84.4% | -3.3% | -81.1% | -84.4% |
| 3M | -85.0% | +65.6% | -150.5% | -86.2% |
| 6M | -95.2% | -2.8% | -92.5% | -95.4% |
| YTD | -93.9% | +30.1% | -124.1% | -95.1% |
| 1Y | -98.8% | +50.2% | -149.0% | -99.4% |
| All | -98.8% | +51.0% | -149.8% | -99.4% |
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