+46.0%
FE vs IRM
+187.5%
-141.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.2% | +6.8% | -5.6% | -0.1% |
| 30D | +4.5% | +2.6% | +1.9% | +3.7% |
| 3M | +1.3% | -9.5% | +10.8% | +3.0% |
| 6M | +8.7% | -8.5% | +17.1% | +10.0% |
| YTD | +9.2% | +40.3% | -31.1% | -0.4% |
| 1Y | +7.0% | +28.7% | -21.7% | -0.6% |
| 3Y | +51.4% | +111.8% | -60.4% | +14.8% |
| All | +46.0% | +187.5% | -141.5% | -0.5% |
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