+6.3%
FE vs IRM
+19.5%
-13.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | +8.1% | +5.6% | +2.5% | +7.7% |
| 3M | -1.3% | -4.7% | +3.4% | -1.1% |
| 6M | +2.9% | -6.1% | +9.0% | +3.2% |
| YTD | +8.6% | +46.3% | -37.8% | +4.8% |
| 1Y | +6.3% | +18.7% | -12.4% | +5.7% |
| All | +6.3% | +19.5% | -13.1% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling