+181.9%
FANG vs IRM
+440.8%
-258.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.9% |
| 7D | +2.9% | -1.4% | +4.3% | +3.4% |
| 30D | +2.6% | -7.4% | +10.0% | +5.3% |
| 3M | +7.6% | -7.4% | +14.9% | +9.9% |
| 6M | +17.3% | +8.7% | +8.7% | +11.8% |
| YTD | +38.7% | +40.9% | -2.3% | +18.6% |
| 1Y | +51.6% | +20.5% | +31.1% | +37.1% |
| 3Y | +50.0% | +101.7% | -51.7% | +4.4% |
| 5Y | +237.6% | +197.7% | +39.9% | +92.8% |
| All | +181.9% | +440.8% | -258.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling