-82.0%
IRE vs FLR
+13.4%
-95.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.8% | +9.4% | +8.7% |
| 7D | +58.9% | +0.7% | +58.2% | +56.6% |
| 30D | +17.2% | -0.7% | +17.8% | +18.7% |
| 3M | -58.6% | +14.3% | -73.0% | -64.7% |
| 6M | -23.5% | +25.6% | -49.1% | -50.0% |
| YTD | -47.4% | +42.9% | -90.3% | -77.4% |
| All | -82.0% | +13.4% | -95.4% | -84.5% |
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