-97.3%
IRE vs FLR
+12.7%
-110.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.4% | +11.8% | +11.4% |
| 7D | -15.1% | +6.3% | -21.5% | -22.6% |
| 30D | -71.4% | +1.8% | -73.2% | -69.8% |
| 3M | -81.2% | -4.4% | -76.8% | -77.8% |
| 6M | -93.7% | +15.9% | -109.6% | -93.7% |
| YTD | -92.2% | +27.7% | -119.9% | -95.5% |
| 1Y | -97.3% | +11.6% | -108.9% | -97.6% |
| All | -97.3% | +12.7% | -110.0% | -97.6% |
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