-83.7%
IRE vs FLR
+12.5%
-96.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.3% | +16.3% | +18.4% |
| 7D | +54.8% | +5.4% | +49.4% | +39.1% |
| 30D | +18.4% | +11.4% | +7.0% | -6.4% |
| 3M | -66.7% | +11.4% | -78.1% | -69.5% |
| 6M | -52.3% | +16.6% | -69.0% | -62.1% |
| YTD | -52.3% | +41.7% | -94.0% | -79.2% |
| All | -83.7% | +12.5% | -96.2% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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