-80.8%
FIG vs IRM
+19.4%
-100.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -12.2% | -1.8% | -10.4% | -11.8% |
| 30D | -11.0% | -7.8% | -3.2% | -9.2% |
| 3M | +11.9% | -7.9% | +19.7% | +14.0% |
| 6M | -21.9% | +6.3% | -28.2% | -25.7% |
| YTD | -40.8% | +38.2% | -78.9% | -48.5% |
| 1Y | -56.6% | +19.8% | -76.5% | -59.9% |
| All | -80.8% | +19.4% | -100.3% | -82.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling