+9.0%
IYR vs FPS
-13.1%
+22.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +16.0% | -14.5% | +1.7% |
| 7D | +2.3% | -8.0% | +10.2% | +2.0% |
| 30D | +7.4% | -43.5% | +50.9% | +7.1% |
| 3M | -0.7% | -41.6% | +40.9% | -1.1% |
| 6M | +1.6% | -44.0% | +45.7% | -0.4% |
| All | +9.0% | -13.1% | +22.0% | +4.1% |
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