-91.3%
IRE vs FGI
-9.3%
-82.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -5.0% | -18.2% | -23.1% |
| 7D | -46.8% | +3.3% | -50.2% | -46.8% |
| 30D | -75.5% | -2.0% | -73.5% | -75.5% |
| 3M | -79.4% | +60.3% | -139.7% | -80.2% |
| 6M | -91.3% | +0.7% | -92.0% | -91.5% |
| All | -91.3% | -9.3% | -82.0% | -91.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling