-97.1%
IRE vs FGI
+28.7%
-125.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.8% | +40.4% | +39.6% |
| 7D | -27.2% | -7.0% | -20.2% | -26.8% |
| 30D | -75.1% | -4.2% | -70.9% | -75.1% |
| 3M | -77.9% | +55.6% | -133.5% | -79.2% |
| 6M | -94.6% | -3.2% | -91.4% | -94.7% |
| YTD | -91.5% | +29.1% | -120.7% | -92.6% |
| 1Y | -97.8% | +51.0% | -148.8% | -97.8% |
| All | -97.1% | +28.7% | -125.8% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling