+0.5%
IYR vs FPS
-48.3%
+48.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.2% | -0.9% |
| 7D | -0.1% | +21.6% | -21.7% | +0.7% |
| 30D | +5.7% | -38.8% | +44.5% | +4.0% |
| 3M | -0.6% | -42.1% | +41.5% | -2.5% |
| 6M | +0.5% | -48.5% | +49.0% | -2.9% |
| All | +0.5% | -48.3% | +48.8% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling