+1,422.9%
FANG vs IRM
+731.1%
+691.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.4% | +3.0% | -3.4% | -1.4% |
| 30D | +2.4% | -5.2% | +7.6% | +4.1% |
| 3M | +4.9% | -8.0% | +12.9% | +7.3% |
| 6M | +12.0% | +9.2% | +2.9% | +7.1% |
| YTD | +37.1% | +41.0% | -3.9% | +19.0% |
| 1Y | +52.3% | +23.3% | +29.0% | +37.9% |
| 3Y | +45.0% | +102.8% | -57.9% | +5.4% |
| 5Y | +231.0% | +192.8% | +38.2% | +105.6% |
| 10Y | +177.5% | +439.6% | -262.2% | +34.4% |
| All | +1,422.9% | +731.1% | +691.8% | +538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling