+46.3%
FE vs IRM
+168.2%
-121.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -1.0% | -8.6% | +7.6% | +0.5% |
| 30D | +4.1% | -8.0% | +12.1% | +5.6% |
| 3M | -1.0% | -12.0% | +11.0% | +1.1% |
| 6M | +4.0% | -18.2% | +22.2% | +7.6% |
| YTD | +6.8% | +31.4% | -24.5% | -1.3% |
| 1Y | +5.3% | +9.2% | -3.9% | +1.5% |
| 3Y | +44.6% | +94.6% | -50.0% | +11.9% |
| All | +46.3% | +168.2% | -121.9% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling