-98.0%
IRE vs FLR
-1.9%
-96.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.1% | -13.3% | -12.2% |
| 7D | -31.8% | +5.4% | -37.2% | -39.9% |
| 30D | -71.8% | +2.8% | -74.6% | -71.0% |
| 3M | -88.9% | -6.4% | -82.5% | -86.1% |
| 6M | -95.4% | +8.8% | -104.1% | -94.8% |
| YTD | -94.2% | +23.6% | -117.8% | -96.4% |
| 1Y | -97.1% | +13.8% | -110.9% | -97.7% |
| All | -98.0% | -1.9% | -96.1% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling