-97.1%
IRE vs FLR
-6.9%
-90.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +3.3% | +36.2% | +32.6% |
| 7D | -27.2% | -0.8% | -26.4% | -20.1% |
| 30D | -75.1% | -9.1% | -66.0% | -66.2% |
| 3M | -77.9% | -4.7% | -73.2% | -73.6% |
| 6M | -94.6% | -14.2% | -80.3% | -91.2% |
| YTD | -91.5% | +17.3% | -108.8% | -94.0% |
| 1Y | -97.8% | +4.3% | -102.1% | -97.8% |
| All | -97.1% | -6.9% | -90.2% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling