+5.8%
IYR vs FPS
+19.2%
-13.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.1% |
| 7D | -0.9% | +5.3% | -6.2% | -0.9% |
| 30D | -2.4% | -17.6% | +15.2% | -2.4% |
| 3M | -2.0% | -45.8% | +43.8% | -1.5% |
| 6M | +2.5% | -10.1% | +12.6% | -0.5% |
| All | +5.8% | +19.2% | -13.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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